Re: Saving to rewritable cd's {cd-rw}
You probably can't. Burning a CD (CD-R or CD-RW) requires use of software, and is not as simple as placing the file into a folder.
What you can easily do is to copy it to your Hard Disk Drive (HDD), burn it on a CD, and then delete it from HDD to free up the space. You probably need to keep a portion of HDD free as a cache to have Windows software running smoothly, anyway.