Knoppix supports read and write to NTFS systems (5.0.1 and later, that is).
If you have an external hdd, then use
to copy the Knoppix CD to a hard disk and boot from it. Then you can take out the CD to burn it.
Also, using a Live CD like Puppy Linux will put the entire system into RAM and allows you to remove the CD and it also comes with some CD burning software/