If all you want to do is copy this file to the CD as is...
open a term of some sort... get to a bash prompt.
cdrecord -scanbus (notice the location, probably 0,0,0 or something) THEN...
cdrecord dev=0,0,0 speed=X -data -eject -v filename.tar.gz
Where X is the speed you want to burn at.
But much better answer to your question has been supplied already by Martin
Cool