Quite simply it is the act of copying data onto a CD-ROM. Most computers have a CD burner (also known as a CD-R drive) which allows you to "write" (or copy files) to a CD-ROM (commonly referred to only as a "CD"). It's easy to "burn a CD." You can copy a variety of files including audio, video, and data to for your later use and/or listening pleasure.
Click on "more info" for a list of file extensions!