Its not that annoying, really. With gnome only certain gtk apps are placed in the menu. You should first open a terminal and type
this will give the path to the xcdroast executable, it may be /usr/bin/xcdroast
Now right click the desktop and create new launcher, follow the prompts, add an icon in the execute field place the output from your which command,
save your laucher and test it.
You can either add your laucher to the gnome menu with alacarte or just leave it on the desktop.
You might also want to try gnomecdbaker