If you wanted to burn a game, first thing, you should be sure your Wii can read burned discs. Only Wii's made before 2008 can read them, you could enter your Wii's serial number here to get a good idea of what drive your Wii has;
http://www.wiidrives.com/list
If your Wii can't read burned discs, you'll be stuck loading off a flash, or external drive.
Now, I'd suggest you use Imgburn to burn your games, it's free, and works quite well. And you're right, you need to burn to DVD-R;
http://www.imgburn.com/
Then, you'd just need to set your write speeds to 4x, you can change this by clicking the little green guy in the lower-right corner. Once you got your write speed set, burn away.
You should be able to launch your game from Neogamma, granted you've installed your cIOS, I'll give you some info on that too.
Check the guide you used, and if you haven't already, you'll need to trucha patch;
http://sites.google.com/site/completesg/hacking-guide/trucha
After you've trucha patched, you can install your cIOS;
http://sites.google.com/site/completesg/cios/waninkoko
THEN, you'll be good to go launching your back-ups.
A few games are picky as to what cIOS they will launch with, if you ever having problems, you should just google said game's name followed by wiihacks.com, and you'll more likely than not find a solution on their forums.
Hope this has helped you out!
Happy gaming!

{ 2 comments… read them below or add one }
you might need to do some more softmodding to your wii.(install neogamma,usb loader gx and config usb loader)..to burn wii discs use ashampoo 6 free version it works a treat..any dvd-rw should work…burn at the slowest speed you can…use neogamma the latest version and it should load no problem…also try to use a usb drive or portable hard drive as they work better than backup discs…if you do, use wii backup manager to install your wii games onto your drive (im presuming you are playing backups of games that you own….cough cough) good luck and happy gaming my fellow wii gaming friend!!!!
Get the game legit you jerk!
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