LOL again.....You obviously haven't done it much. Do you even know what a
CD-RW is? Why do you think it's called rewritable? Didn't you ever wonder
why all CD software has a "format" or erase button?

But you do have to format a disc before burning.
from Windows Help & Support (Search for Format CD):

"Format a CD or DVD

Before you can copy files to a CD or DVD, the disc must first be prepared
using a process called formatting. There are several ways to format a CD or
DVD disc. Your choice of format determines which computers and other devices
will be able to read the disc.

Insert a disc into your computer's CD or DVD drive.

In the dialog box that appears, click Burn files to disc.

In the Burn a disc dialog box, type a name for your new disc.

Click Show formatting options, and then click one of the following
formatting options:

Live File System

Mastered

Click Next to prepare the disc.

Now you can copy files to your disc using whichever method you selected.

Choosing the right formatting option for the job
When you format a CD or DVD, you can choose either the Live File System or
Mastered format. Use the following information to help you determine which
formatting option you should choose.

Live File System discs:
Enable you to copy files immediately to disc by dragging them.

Are convenient if you want to keep a disc in the burn drive and occasionally
copy a few files at a time.

Are convenient because there is no lengthy recording step, such as with
Mastered discs. Each file is written to the disc as you drag it to the disc
folder.

Let you delete individual files or reformat the disc to create additional
disc space when you use a rewriteable disc such as a CD-RW, DVD-RW, or
DVD-RAM.

Might have to be closed before they can be used in other computers.

Are only compatible with Windows XP and later versions of Windows.

Note
To see additional formatting options for Live File System discs, in the Burn
a disc dialog box, click Change version. This will open the Select a Live
File System Version dialog box, where you can choose a different formatting
version for compatibility with different kinds of computers. For more
information about these options, see Which CD or DVD format should I use?

Mastered discs:
Enable you to drag files to the disc and then burn all the files to disc at
once.

Are convenient if you need to burn a large collection of files, such as a
music CD.

Are compatible with older computers and devices like CD players and DVD
players.

Require a large amount of hard disk space to burn (as much as the capacity
of the disc you are burning).

Choosing the right disc for the job
There are many kinds of writable discs, and not all discs can be formatted
in the same way. Refer to the following table for details on disc
formatting.

This type of disc
Can be formatted

CD-R, DVD-R, or DVD+R
Only once. Information can't be deleted from this type of disc.

CD-RW, DVD-RW, or DVD+RW
Many times. If the disc has been formatted at least once, you can use the
Quick Format option to format it more quickly on subsequent formats. For
more information, see Erase a CD or DVD.

DVD-RAM
Many times. You can use the Quick Format option to format it quickly the
very first time it is used, or on any subsequent format. For more
information, see Erase a CD or DVD."

First of all, I think (but I'm not sure) that Vista and XP are the same in
regard to their capabilities (or lack thereof) about formatting a CD-RW
disk. My remarks are specifically about XP.

If you want to drag and drop a file to/from a CD-RW disk, then - yes - it
must be formatted first. However, you can't do the formatting with an
operating system command. Instead, you must use a special program such as
INCD by Nero.

For 99% of my CD or DVD burning needs, I just use the Nero burn method and
choose the option I desire (such as a backup, copy music, or whatever). I
almost never use INCD.

If it is data that is being copied, and Nero is being used rather than INCD,
then Nero automatically burns the data to the disk. The user does not do a
separate step-by-step formatting procedure, as is the normal way of
formatting hard drives, floppy drives, etc..

Here is a quote from some experts:

"Windows XP home or pro can not format cd-rw disks. Windows XP can burn data
and music to a cd-r without a problems due to the fact the cd-r disks are
pre-formatted.
Windows xp can not format a cd-rw because windows xp does not support the
International Organization Standard (ISO) Image. What is ISO? An ISO image
file is a snapshot of the data and layout of a CD, saved in ISO-9660 format.
ISO image files are widely used for storing CD content. ISO is a common CD
image format for DOS, Windows (Joliet ISO extension), Linux (RockRidge ISO
extension), and other operating systems.

Microsoft says in a round about way that you will need 3rd party software in
order to format a cd-rw They do not do a good job of making that clear.
Without formatting a cd-rw disk, you will not be able to write any data to
it. So unless you have something like Roxio, Nero, or some other software
for burning cd-rw, you wont be burning cd-rw in windows xp at all.

Microsoft confuses the situation by saying that it supports cd-r and cd-rw
disks and how essential burning cd's has become. It makes no mention to
needing 3rd party software."

You haven't had Vista or built one because it asks for all of them to be
formatted.  It iws verry irritating because it takes for ever and then it may
or may not work.