|There are a multitude of programs available. The link below shows many of them.|
The two most popular are by Nero and Roxio. They have different commercial versions available. In addition there are freeware programs also available as well as shareware programs.
Also, WinXP CAN write to CDR/RW media with the proper drive.
Just verify the program you choose supports WinXP and if planning to upgrade to a newer version of Windows that version too.
Generally speaking, the commercial versions are more full featured and may be easier to use for inexperienced users.
Older versions of the commercial programs are sometimes bundled for free with the purchase of a DVD writer drive.
Forgot to add that Vista and Windows 7 do have some support for writing to DVD but third party programs are still better, IMO.