Vista - Save As

I have a new PC with Windows Vista Business on which I installed Office
2003. The PC has a DVD R/WR in Drive H and a CD R/RW in Drive I. When I do
some work in either Excel or Word and then want to "Save As" on a CD just in
case the PC crashes (as my old one did, and luckily I had all my data saved
on CDs) I get a messages that this is not possible due to various reasons,
which are to long to quote. I never experienced this with Windows XPPro, so
what do I do to save my data?
The makers of the PC stated that it is not the fault of the DVD or CD Drives
but that the Windows are preventing the saving.