Trying to burn

[Pat D. Stephens]

I'm trying to burn some .dmg files to a CD for storage, and I'm getting 
the oddest behavior...I open Disk Burn and try to drag the folder to 
the correct spot and I get a Warning  "You have inserted a disk 
containing no volumes that Mac OSX can read.  To continue with disk 
inserted click ignore.  Then the eject button is highlighted...what's 
the matter?  I didn't have this problem with the earlier version of 
Jaguar...am I doing something wrong?

It's done this with 3 different CD's, so I know it isn't a bad one.

Pat