|Windows CE...that's a name I haven't heard in a long time.|
WinCE is not the same as XP and Vista. If you had to stick two letters after any recent desktop version of Windows, it would be NT.
I'm not the slightest bit familiar with CE, but I'd suppose that if it had any kind of disk burning support built in, you could just connect any USB burner.
HTPC | Pentium M @ 2.82GHz, 2MB L2) | 4GB | 1.0TB | Radeon HD5750
Blu-Ray | Win 7 Pro | HDMI out to Onkyo TX-SR707 AV receiver