Well, you can't back up to a CD-ROM. By definition, the "ROM" means "READ-ONLY Memory" which means you can't write to it.
However, most computers sold nowadays have CD-R drives (if not DVD-R) which are writable. Generally all you have to do to back up your files is to put a blank disc in your drive, and then Windows will prompt you and ask what you want to do. Select BACKUP FILES and then you just copy over the files you want to backup and click BURN.
I'll be covering this in my upcoming Windows 8 classes. Very similar to Windows 7 and Vista.
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