I think there's something in system preferences.
Open up system preferences, then choose CD&DVD. In there, you'll see a bunch of options. For both blank CD and blank DVD, I have it set to "ask what to do". Your preferences may for some reason, be set to Ignore by default. If it's already on "ask what to do" change it to something else, then back to that - see if that makes any difference. Close the preferences, pop in a blank CD and see what happens.
With this, OS X should bring up a prompt each time you insert a blank disc, with 3 options - something like ignore, eject and OK. I think I usually hit the default one. The CD icon should appear on the desktop then, and behaves just the same as a burn folder.
Even if you do this, you can still create a burn folder as well, and burn from that.