Two possibilities.
Click on Start and click on Run and type the following in the opening
textbox:
REGSVR32 SHIMGVW.DLL
and press the Enter key.
This will take a second to run and you should get a success message.
Note that there is a space between ...32 and SHI...
Take a look now if the copy to CD command is there.
If not:
Right click on the CD drive and click on Properties. Click on the Recording
tab in the opening window and check the box "Enable..."