click here as an example.
I use Nero and its never let me down and I rather like it. If its XP you have you could also use XPs built in burning program which writes to CDs only.
I have to mention though you do not need any burning program if you just want to use a USB pen dive or even some sort of memory like SD. You just either copy and paste to it or drag and drop.
You don't need any burner.