probaby not the first person to ask this but
 

how do i get from a having a cdi file to a game on a cd

No, you're not the first - I think you come in at 1,432,231 give or take a hundred or so.

First, a recommendation (to help you avoid grief in future when posting here): NEVER ASK QUESTIONS UNTIL YOU USE THE SEARCH OPTION ABOVE!!! ALSO READ THE FAQ FILES FOUND AT THE DC COPYWORLD LINK ABOVE - MANY QUESTIONS CAN BE ANSWERED THAT EASILY WITHOUT EVEN ASKING!

Now, here's your answer: Two words - Disc Juggler

U have to use disc juggler to burn the game