Your DVD writer usually comes with software for creating a "read only" DVD
(DVD-R or DVD+R) or a DVD you can update (DVD-RW or DVD+RW). Nero is a common
package for this, so is Roxio. There is also software that will let you map a
drive letter to your DVD "read only" or "read-write" so you can use something
like Windows explorer to copy the files for backup.
If you don't have any software, check with your geek friends that like to
upgrade, they may have extra Nero disks lying around. If your DVD writer is
relatively new, you can burn the new dual layer DVDs, which are 9.2 gigs of
data instead of 4.7. For this you would need the latest version of most
software. If you plan on reading the disk on many PCs, stick with the single
later (4.7).
Look for something that does drive letter mapping:
http://www.roxio.com/enu/products/dla/overview.html
Keep in mind there is nothing magic about a DVD. It will be destroyed if
left in the sun, or used as a chew toy by your dog, so it too will need to be
backed up. Periodically do a complete DVD copy to another DVD disk.
XP does come with some ability to create discs, I believe you can burn
CD-Rs, but I didn't find anything for DVDs, maybe I just missed it.