in brasero, first insert the empty cd-r or cd-rw you are going to use/data project/
in the next window drag from the left list to the right the files required
on the lower side specify that you don't want to burn a iso, you want to burn to the cd on the dvd writer
when you finish selecting file and setting this parameters the next window should be cd speed and if session will be closed or not(better closed, less problems) and then burn
this same procedure applies to k3b and most burning programs
if the burning programs can't see the disc or the drive that would be a different problem