If you are using Windows XP, you will need a 3rd-party burning application to burn DVDs (Nero, Roxio, etc.). You should be able to burn CDs within Windows built-in application.
For additional info, please refer to the below FAQ: http://www.sonynec-optiarc.de/en/support-service/faqs2/generelle-probleme/algemeine-fragen-zu-dvd-rom-und-dvd-brennern/are-there-any-drivers-to-download#FY6okbB-ZbPUErTGoGvQxA
