You need to check that you have the correct type of disc - your blank disc must say 'CD-R' or 'CD-RW' onit. The first type you can copy onto once, and that's it, the second type, you can record over again and again, it is re-writable.
Go into your RW programme, and you should find the instructions are easy to follow - remember they are written for people like us who are not computer whizzes, but can follow simple sinstructions. If you are still struggling, re-post advising what the programme is called.
If you don't mind spending about �30.00, get yourself a Nero copying programme from your local supplier - it is so easy, even I can use it!