If i understand you correctly, you don't have a cd burner in your laptop.
Here's what you should do if you want to purchase one.
step 1: find out what kind of high speed ports you have on your laptop, like
USB or Firewire.
step 2: find an external USB or Firewire drive on sites such as www.newegg.com and www.pricewatch.com that you would like to purchase. then
buy them
step 3: connect the new device and begin burning CDs