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:

REGEDIT4

\[HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Policies\Explorer\]
"NoCDBurning"=dword:00000001

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.