As we assume that you have a working CD-writer on your system, and you know how to use it, we wont go into much detail about burning the CD. If you are burning your CD on a Linux system, you can install the excellent XCDroast package. In XCDRoast, switch on the Rock Ridge extensions, and the creation of a TRANS.TBL file.
Make sure the top directory of the CD contains at least the following files and directories:
COPYING RPM-PGP-KEY README RedHat/
The following directories might come in handy:
doc/ gnome/ misc/ dosutils/ images/