Create an image file of WinXP CD or Win 7 DVD. Burn this image file with Nero 8. This method works the same if you want to burn Windows 7. If you already have an ISO of XP or Win7, you can skip creating the image file and go directly to the burning part. Just browse your ISO file and burn it away!
link to one of my vids (battle los angeles pc gameplay with movie cutscenes):
burn windows 7 to dvd
burn windows 7 iso to dvd