I recently discovered that the CD burning software that comes with Windows 7 does not allow you to "finalize" a CD after you burn files to it. Finalizing a CD means that you can no longer write to it. This is unfortunately true also for the burning software that comes with Windows XP and Vista. Their option "Close Session" does not finalize a CD.
Why do I need to finalize a CD? To avoid spreading malware (viruses, trojans, etc.). We use CDs for installing software on different machines, some of them might be infected by malware. A finalized (that is, un-writable) CD is safer than a USB pen-drive for this purpose, because even if inserted into virus-infected computers, the viruses will not transfer to the CD (whereas, they can transfer to a USB pen-drive or to an un-finalized CD!)
Note that CD-R does not mean that the CD becomes un-writable after burning, just like CD-RW.
The solution: Use a CD burning software that allows finalizing. We use Power2Go (paid). A free option that comes recommended (I haven't tried it) is CDBurnerXP. In the screenshot below you can see the option "finalize disc" (below "Device") in CDBurnerXP.