Most computers will allow you to manually choose boot device at startup, bypassing any boot order options set in your BIOS, and getting around any issues with the hdd kicking in before you boot.
Are you sure the CD drive you're using can actually burn disks? The burning program will try utilizing this, but will just spit out empty disks. Check your documentation.
I was trying to think of some snarky comment, but I've totally got nothing.