Thanks for the responses.
@Sknis - I want to make a data CD or DVD. A collection of PDFs mostly. The only way I can make an ISO image is to actually burn the CD and then make an ISO image of the CD I just made.
@Brendon Apparently my version is pretty scaled down. It doesn't allow me to browse to a destination. That would have been exactly what I wanted to do.
I guess it's time to ask for a different version of Roxio (or go back to Nero).