If you’re trying to save a copy of your data onto a CD to share or simply to backup. These days, you won’t need any special software. Your computer should pick up the disk you inserted is a blank, writable disc and ask you if you’d like to burn data onto it. As for DVD’s, it depends on the version of your operating system. Some (like Windows XP) doesn’t recognize DVDs.
You don’t need expensive software like Nero or MyDVD if all you want to do is simply burn or save data, music or videos to the disc. I’ve been using this small and simple DVD burning software, Infrarecorder for a long time now. It is also open source which makes it even sweeter.