Saving files to CD-R or CD-R/W

Most people find that trying to save directly to the CD Writer drive letter from applications like MS Word, Excel, NT Backup, Notepad etc results in an error message similar to this "You do not have access to the folder 'd:\'.  See your administrator for access to this folder." ..... 

However it is possible to save to the drive but it requires a work-a-round. Try one of the follwing
1) Direct the program to save to the location of XP's temporary cache directory. It is located at C:\Documents and Settings\<logon user>\Local Settings\Application Data\Microsoft\CD Burning. This is the location that XP copies files to for burning prior to informing you that you must evoke the "Write files to CD" function. If you create a shortcut to this directory and place the shortcut in an easy to find location such as the My Documents folder then you can direct your applications to save to the location of the shortcut. The files will actually be copied  into the  CD Burning directory and will be purged after the write is completed. (note that the Local Settings and Application Data directories are hidden). The Tweakui for XP Powertoy can move the location of the entire CD Burning directory to a new location. You might want to try it.

Or

2) Setup your CD Writer device as a shared device. Then Map the device. You can now save directly to the CD Writer drive letter. You will still have to evoke the "Write files to CD" command.

Or

3) This is the easiest way but requires the purchase of software. Use a third party packet writing application to prepare (format) your CD-R/W for CD burning. If you want to save data,  from explorer or from within third party applications, directly to CD having the ability to modify, delete, overwrite files etc. from a CD-R/W then you need to use packet writing software.
Popular packet writing programs that work with XP are.
Drag to Disc www.roxio.com  (bundled only with Easy Media  Creator)
InCD www.nero.com (can be installed as a stand-a-lone application or with Nero but has no demo)
DLA www.sonic.com/products/dla/default.asp  (stand-a-lone application )
WriteUDF www.softarch.com (stand-a-lone application)
 

XP's built in software is mastering software.   Mastering software requires that files be placed in a special cache before they are burned to CD. This is the same way programs like Easy Media Creator, Nero, Sonic and others work. XP's built in burning engine can not span multiple CDs. Once a disk is full it will be finalized.