You say you have games you want to backup. Do you mean you have original game discs you want to back up? If so, it's impossible to copy an original Dreamcast GD-ROM disc using a standard CD Burner.
The only way you would be able to make copies of Original GD-ROM games is to rip them by connecting the Dreamcast to your PC by either a serial connection or a Broadband adapter (expensive & difficult to find). Then what it takes after you've ripped it is beyond the average newbie's abilities.
Locate games that have already been ripped to ISO images (usually .CDI or Disc Juggler images) and burn them using Disc Juggler or other appropriate burner software. Do not ask where to find the game ISO files though, as you'll be banned if caught asking. Just search the web and newsgroups. You'll probably find some somewhere.
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