Do you mean burn a cd as in create your own cd, or do you mean RIP a cd, as in save the contents to your computer?
Furthermore, I realize you posted in the apple forum, but are you on Mac's OS, or are you on windows? If you're on Mac OS, tell me what version you're using, so I can tell you what you are or aren't able to do. (If you don't know, click on the apple in the top left, then click on "about this mac." It should say Mac OS X Version 10.X.X.