Hey Please Help Me saving then burning??

[Lucille-x]

Hey. I've just got a copy of discworld noir, and have XP and this site I was told I could sort that by doing this:
Discworld Noir v1.0 [GERMAN] CD-Copy #2 29-07-1999
Sandman
Patch Archive [226 KB]


CD-Copy Instructions:
Create the following temporary directory:
TempDir#1 : C:\TEMP\CD
Copy the full contents of the original CD to TempDir#1.
Replace the original <TempDir#1>\TIN3_DXD.EXE file with the one from the Patch Archive.
Burn the contents of TempDir#1 to a 74 minutes CD-R using the same CD-Label as the original CD.
Play the game!

All simple you might say, but where do I 'Create the following temporary directory: TempDir#1 : C:\TEMP\CD '
I would be really grateful if someone could help me,
Thanks .