Dale007, don't take this the wrong way, but this is kinda like the infamous call where the lady says the "coffee holder" in her computer is broken.
As you have discovered, CD writers cannot write to DVD-R discs, CDs and DVDs are a completely different type of media, even though they are similar in appearance.
The Fair Use doctrine ostensibly gives people the right to make one backup of any media they own..but as flashbang1 has pointed out, copying a game/cd/movie you don't own is a no no, from a legal/ethical standpoint.
I'm sure if you google "dvd copying" you can learn all you need to about it.
The good news is DVD burners have come down in price, so you can get one for less than $100. A year or so ago a good one was around $250.
pricewatch.com is a good place to check out pricing.