your question is not entirely clear on whether you are referring to burning software or a drive (CD or DVD burner.) if you have XP then you have a very basic cd burner software capability built in. (but frankly it isnt worth much)
as for a drive look in my computer what is your drive listed as there? if it shows CD-RW or DVD-RW then it is a burner. if it shows as CD-Rom or DVD-Rom then it is only a reader.