You have to have a burner (external, or internal, it doesn't matter)
Your best bet is to buy DVD burner. It'll burn CDs, and DVDs. Any solid brand will do. Let's put it this way. If you see a burner, and you know that brand name, buy it.
Then, you'll need burning software. There are some free ones out there, but if you want something more pro, get either Nero, or Roxio.