As you've provided no other info to help diagnose the problem I'm assuming that the problem is relted to placing a game to be copied into the drive onto which you will eventually be burning.

Certain copy/burn programs (esp. CDRWin) need the ASPI layer to be installed. If that's not your copying program or you have the SPI layer installed, then you have to be sure that the CD-R is recognised for reading purposes by the copying software.

If it's not the above, more info please.