[Sogni]

Why not:
Create a new folder wherever you want using the finder,
Drag or copy all the stuff you want to burn to a CD into that folder,
Burn the contents of the folder onto a CD - be in that folder when you click Burn.
(View/Customize Toolbar and drag "Burn" (yellow hazard circle) to the toobar and click that when ready)

If something wants to take over when you insert the CD, go to System Preferences, under Hardware click CDs & DVDs, select Finder for when you insert a new CD.

You'll see the blank CD mount... which will be a quicker way if you have a 2nd CD Rom Drive, or all the files are already on your hard drive - just drag everything into the blank CD and eject it when you are done (it'll burn contents to CD before ejecting).

And my PCs (Win2K Pro and WinXP Pro) read the Mac-Burned CDs perfectly...