I've formatted my hdd a few times in my computers life and some where along the way I lost my Roxio CD's. I am usually stuck with trying to burn with WinXP's built in burner through explorer. It is very limited and never seems to work right. Also if you like to open, make and burn ISO images like Linux distros you need a separate program. Deepburner can do it and for free no less. I've used it on a few occasions and had no problems. On Deepburner's website they have a Pro version which isn't free and adds more features so just make sure which version your downloading.
Deepburner's download page, here.