What type of computer?

What type of software?

If you have a CD burner - it came with default software.
Have you ever burned ANYTHING before?
Do you have the paper work that came with your machine>
It can be as simple as a "desktop" drag and drop

Read this and ask again later.

http://computer.howstuffworks.com/cd-burner.htm

Sincerely,
Gargoyle