easy. For music, you can burn from iTunes (check iTunes preferences for type of CD - this is pretty important for what you want it to play back on)
For data, you can create a new Burn Folder. From Finder go - File>New Burn Folder. Name it, then dump your stuff in there, insert a blank CD and burn away. Finder may come up with a message, but it's no problem. I think this is done this way in OS 10.4+
I have a feeling (can't remember for sure) that if you wanted to burn with default apple burning software, you had to actually
copy the files to the CD first then burn it. Not much fun if it was close to 700mb that you were burning.
If you have the latest OS, it'll be a breeze. You can also burn music this way, by dragging the files (either from finder, or probably directly from iTunes) into the burn folder. I'm not too sure about methods with CD-rw. I don't think you used to be able to rewrite CD's using just finder (at least I didn't know how to...) so that's where the free software came in.
You should be able to find several other good burning apps. I was pretty happy with YuBurner while I used it some time ago - reliable burns, both CD and DVD. Just do a quick search at sites such as versiontracker.com or macupdate.com You shouldn't have any troubles finding free software there to burn if you're after slightly more advanced features
Good luck!