Open up the my "documents folder", right click each file that you want to save and "send" to cd/dvd drive.
Depending on the size of the files, you may be better to use a dvd, as it will hold a lot more data.
Alternatively invest in an external Hard Drive (about �60 for a 260 Gb disc or larger) and copy all documents and folders to that then connnect to new PC and copy back. Ususall all is done with a USB connection. The External hard drive is very useful for back up as well.