Rudy,
If you want to burn a CD, simply put a blank CD into the drive. Your Mac will ask you what you want to do... the OS handles it, it's built in. No need for an application.
After you insert the blank CD, a requester will appear allowing you to "Open Finder" to copy and burn files, "Open iTunes" to create a music CD, or "Open Disk Utility" if you want to do something else. It also allows you to open other applications that burn CDs. You can also "Eject" or "Ignore" the CD.
If you insert a blank DVD, the iDVD option will also be available.
Generally, you will want to open it in Finder which is the default.
Once it has been mounted in Finder, double click on the CD's icon to open it in a Finder window. Click and drag whatever files you want to copy to it. There is a BURN icon on the top of the CD's window. When you have copied the files you want (There is a running report on the space available on the CD at the bottom of the window), simply click on the BURN button.