JSI Tip 4127. Windows XP has native support for CD-ROM recording.

Microsoft Knowledge Base Article 279157 contains the following summary:

This article describes the functionality of the CD recorder feature. When you use Windows XP, you can write data to a CD-R, or write and rewrite data to a CD-RW. In addition, you can erase data from a CD-RW, but not from a CD-R.