I'm a bit confused. You want to back up your system state

Do you mean you want to back up your entire hard drive, or just back up some files. If you want to back up just some files then your cd burner is fine. Backing up your entire system is a little more complex. You can either use some third party backup software or make an image of your hard drive. If you're using Windows XP, then you can revert to a previous setting. To do that you click on 'start' 'help and support' then under the 'Pick a Task' section click 'undo changes to your computer with system restore'