Hello HiVoltg30 and welcome.... You are in need of software to do your task. You cannot just drag and drop files to a CD (well, if you have Packet Writing software like InCD you can... but it is unreliable). You can drag and drop to DVD-RAM media in Windows XP but you need to format it to FAT32.... As far as drag and drop goes, that is what I recommend. InCD (part of Nero's suite) is horrible and unreliable.
For burning to CD-R/W or DVD±R/W, I suggest a burning program like Nero
... It is not as good as it once was, but is very easy to use. If cost is a problem, there are free alternatives out there... DeepBurner Free
(for audio CD's only) are a couple... My favorite for data and video is ImgBurn
, but it requires a good knowledge in burning as it's interface is not as simple.