i can't seem to record anything on this dvd rw.

What software are you using to create a compilation and thus burn a disk ?

i just bought the laptop recently, so i have never used it to burn any cds.

OK.
Well first off you need some software to make burning disks easy for you.
You could use the built in XP burner but it's sooooooo crap it's unreal. And it's hard to use too.
In fact your laptop should have come with an application to do this anyway. Something like Nero or Easy CD Creator etc...
The basic principle is this :
Run the burning software. It looks like two explorer windows side by side. One side allows you to browse for files you want to put on the disk and the other side is the disk where you want the files to go.
You select your files and drag them across to the disk.
Stuff a blank CD into the drive and wait a few moments for it to be recognised.
Hit the burn button.
You will have to follow a couple of instructions but that's about it really.
The program will show you the burning progress and if you full the disk up with 600 megs of data (for a CD) then it should take 5 or 6 minutes to burn. Maybe less depending on how fast the burner is.

When it's done, pop it out and close down the application. Don't bother saving the details of your compilation unless you really need to.

Now stuff the disk back into the drive and see what's on it.
If all the stuff you wanted on the disk is there then you're done.

Make sure you're using decent CDs and DVDs. Don't pay the cheapest prices for them.
I have noticed that laptop DVD burners are very particular about which disks they prefer to use and if you don't use decent ones then you'll end up with a lighter wallet and a lot of coasters around your place.
Practice with a couple of CDs first before you go wading into DVDs.