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They don't insert the blank CD - because they don't know there's a burning app!
Hmm.. maybe that depends on how specific people work. I gather materials first (like insert cd), and then start work on them. Other people first start to work and then notice they need materials (burning app asks them for cd).
Anyway, if they are used to burning cds on their comp, and they are not "experienced" enough to find "cd creator" menu item... then they would have problem with launching any other cd/dvd burning app (i assume someone else installed different OS and/or GUI on their comp).
I agree (with one of previous posters) that adding some short info (about pasting files) to that blue bar above items view could help too.