I'd just use IMGBurn
Set it to 'build' mode, then drag the files into the window.
Little note:
It's always quicker to have a small number of large files on a CD, instead of having thousands of small files. A cd with a huge number of small files on it will take ages to transfer them all off. If they're all in a zip file, it will do it in a fraction of the time.
Downside is, if the disc gets scratched, you're more likely to lose your data, since it needs to access the whole zip file instead of being able to copy individual files over. A double edged sword. -solution, burn the data twice!