There are three basic steps to write a CD in Linux.

Step 1: Copy Files to Burn

First, you need to copy the files you want to burn to a separate directory. I suggest that you create this directory on your local disk as it will be faster. For instance,
cd /tmp
mkdir MyData

Then, copy the files you want to burn into that directory.

Step 2: Create an ISO9660 CD Image

Once you've placed the files you want to burn into your temp directory, you can create a CD image with the mkisofs command, inserting your temporary directory name as the last argument of the command:
cd /tmp
mkisofs -r -J -o mycdimage.iso MyData/

The -r and -J arguments turn on options that set useful file permission states and that use the Joliet filenaming conventions for long filenames, respectively.

Step 3: Burn the Image to CD

After the disk image is created, you can burn the image to CD with the cdrecord command. However, you need to make sure that your mycdimage.iso file is world readable and on your local drive if it isn't already. However, since you will run the command with sudo, it is likely that permissions will not be an issue. For example:
cd /tmp
chmod a+r mycdimage.iso
sudo cdrecord -v speed=4 dev=0,1,0 -data mycdimage.iso

Note, you will have to type your password after this command since you are using sudo to run the cdrecord program. Also, if you have a CD-RW disc and you want to blank the disc first, you can use the command:

sudo cdrecord -v speed=4 dev=0,1,0 -blank=disc

Depending upon your hardware setup, your CD-RW may or may not be set to the dev=0,1,0 device. To determine where your device resides, use the --scanbus option of the cdrecord command (as follows):

mach1001% sudo cdrecord --scanbus
Cdrecord 1.10 (i686-pc-linux-gnu) Copyright (C) 1995-2001 Jörg Schilling
Linux sg driver version: 3.1.22
Using libscg version 'schily-0.5'
scsibus0:
0,0,0 0) 'Seagate ' 'STT20000A ' '8.43' Removable Tape
0,1,0 1) 'Compaq ' 'DVD-ROM DVD-115 ' '1.12' Removable CD-ROM
0,2,0 2) 'LG ' 'CD-RW CED-8120B ' '1.04' Removable CD-ROM
0,3,0 3) *
0,4,0 4) *
0,5,0 5) *
0,6,0 6) *
0,7,0 7) *

In this setup, there are three SCSI devices with the 0,2,0 device being my CD-RW drive.

Step 4: Testing the CD

You can test your newly created CD by ejecting it, placing it back in the CD drive, and then mounting it. CDs are mounted using the following command:
mount /cdrom

You can then change directories to /cdrom and see if the burn succeeded.

CDs are unmounted with the following command:

umount /cdrom

That should do it. If you have additional questions, read the man pages for these programs, or send email to support.