Building your own external CD Burner is easy! Just buy a 5.25" external enclosure (they cost about $20) and a CDR (cost about the same: $20). You can put the two together in about 20-30 minutes, and save at least $20 on the price of an external burner.
Here's the enclosure I bought:
and the CD-R drive (in bubblewrap!):
The case had lots of screws to deal with, but it has a fan and uses a standard power cord - a definite plus!