Most users won't have to write to CDs but ok some words about it though... .
Working with CDs asks for some special attention.

Some general words
If you have a CD-writer, then you will have special software to be able to write to your CDs. In most cases however, this software is not compatible to Windows Explorer and is it impossible to copy or write to the CD like you would write to another drive like a hard disk, ZIP disk or Yazz disk. Also if you try to save a file (from a Microsoft office program like Word for instance) then it would not work.
Now, we have the same problem with OnlyDirCopy.
However, there is a solution! There exists some CD writing software which makes standard software compatible to CDs. It is, among others, DirectCD from Roxio. DirectCD is a way to write files directly to a CD-Recordable (CD-R) or CD-ReWritable (CD-RW) disc much like you would to a floppy diskette or removable drive. It kind of changes the formats of the CD and with DirectCD itself in memory you can use also OnlyDirCopy!

• Writing to CD-R and CD-RW with this program
  Please don't copy directly to CDs if you want to run a project more than once because synchronizing could fail. Do it first to your harddisk and copy all manually then.
  If you do want to copy to CD then we recommend to use at least VERSION 2.0 of DirectCD.
  
• Folder name compatibility
  CDs in general are not 100% compatible with Windows. For instance if you try to copy folders with very long folder names (longer than 127 characters) using DirectCD then it could cause errors or even could cause your system to hang. Also some characters are not supported on CDs which Windows Explorer sometimes admit. Many copying programs, including Windows Explorer can fail in such cases. Also problems with OnlyDirCopy could occur... just give normal folder names.
  
  Remark that it is possible that directories which should be removed during cleaning phase are possibly not removed from the CD-RW. A warning will be given in normal report so that you can eventually remove them manually if you really should want to.

For download and further details on DirectCD, please search on Roxio.