are you trying to back-up data to it, or save something on to the disc?
If so, forget the 'My Computer' / Explorer screens and start up a 3rd party CD-writing program. My PC came with 'RecordNow DX' on it, which has a wizard for saving files to disc, I just follow the instructions and it works - it should ask you to insert a disc halfway through the process. I've found this works when I get the same 'Computer Says No' messages from the Windows software.
On the other hand your problem could be something completely different!