I'm gradually ploughing through XP -can't say I like it much so far- on the Yorkshire Folk Arts "corporate" laptop, and my impression (perhaps quite wrong, but you know Windows wizards and "help" files) is that this procedure is designed to be run through a series of spanned files on floppies. It also expects to see a formatted disk, so I can't imagine it recognising a blank CDRW. I should try MMario's suggestion first.