The reason why is because your CD-Rw is probably old and has a very low memory buffer. The higher the memory buffer, the more tasks you can do while burn a cd at the same time. Most newer ones you can surf the web, listen to music, and play a game while burning a cd, while the older ones you will need to shutdown programs.
So to fix it, either press CTRL-ALT-DEL and end task everything thats not necessary, or just start in "Safe mode".
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