Disc Burning Help

This may seem like a dumb question, but I've been trying to burn CDI's with discjuggler, and all the tutorials have said "Go to File>Burn CD and DVD Images" but I don't seem to have that option.

http://img8.imageshack.us/img8/5585/dchelp.png

Does this mean I just don't have the drive to burn it?

All you have to do is click "Burn disc images" :) Also, make sure you have a CD-R in the disc drive, otherwise, it won't work.