If you want to disable a users ability to use the built-in CD burning feature, you can Enable the Remove CD Burning Feature in Local Group Policy at User Configuration / Administrative Templates / Windows Components / Windows Explorer.
If the policy is Not Configured, you can:
1. Copy / Paste the following to a NoCD.reg file:
2. Merge the NoCD.reg file with your registry or run regedit /s NoCD.reg.
3. Log off and log on for this setting to take effect.