I have heard that there is a program that prints directly on the c.d.
while it is in the burner/player tray of the computer.. This might be the one: http://www.lightscribe.com/

I also have read that:
"Epson holds a patent that prevents Canon from releasing CD-printing versions of their printers in the US......due to patent issues, Canon disables CD printing on their printers sold in the US."

here is the page from the epson site that describes their capabilities.
http://www.epson.com/cgi-bin/Store/CDLanding.jsp?BV_UseBVCookie=yes
or just google epson c d print