Computer help: Windows/dvd+ Back Up Failure

Windows/dvd+ Back Up Failure

I'm running a new XP PRO Multimedia in a Sony Vaio with no documentation. It came very complete with Pioneer DVD ROM and a DVD+Readwriteable Drive.
I want to back up my Quick Books and other important data to The DVD+ and have found....

This is,,,, from the MicroSoft Help

This article was previously published under Q315255
For a Microsoft Windows 2000 version of this article, see 262006.

SYMPTOMS
When you select a backup media device in Backup (Ntbackup.exe), you cannot select a CD-R (compact disc recordable), CD-RW (compact disc rewritable), or DVD-R (digital video disc recordable) device.
CAUSE
This issue occurs because Removable Storage Management does not recognize CD-R, CD-RW, or DVD-R devices as backup pool media, even though you can add these media types in Removable Storage Management. Ntbackup.exe therefore does not support backup to these devices.
RESOLUTION
To resolve this issue, perform the backup to some other media type, for example, to a tape or to a hard disk.
STATUS
This behavior is by design.
MORE INFORMATION
Removable Storage Management regards CD-R, CD-RW, or DVD-R as just a file system-capable media type. However, the Windows file system does not support formatting CD-R, CD-RW, or DVD-R media. Removable Storage Management cannot write an RSM free label because the disc appears to be write-protected. This means that Removable Storage Management treats CD-R, CD-RW, and DVD-R media as read-only media types even if you add them to the Ntbackup media pool.

DOES THIS MEAN THAT I CAN't BACK UP MY PROGRAMS TO THE DVD+??? COULD THIS REALLY BE TRUE? IS THERE ANY SOFTWARE THAT CAN HELP ME WITH THIS SEEMINGLY NO BRAINER OF A TASK?