How do I put recorded audio onto a CD?

I want to record something, and then put it on a CD for a project at school, but every time I hit "burn" even if I have a CD-R CD in the disk drive, it tells me that I need a writable disk. The computer knows that the CD is there, because if I go to "my computer" I can open it and see the files that are already on it, but when I try to burn them onto the CD, it tells me its not there! Is it a problem with the type of file (its a wma) or something else? I tried copy and pasting it but that didn't work either.