Thanks, I got one to burn using Nero.
I added files to the BartPE folder, then remade the ISO with MAKEISO.BAT, then burned it using Nero's "Burn ISO to DVD" function. Works!
Note: I couldn't burn it with CDBurnerXP Pro 3. I think it has problems burning ISO's bigger than 3GB?
Now I have a custom recovery DVD for my laptop! Boot into UBCD4WIN, run Drive Imager, and restore my 15GB XP partition (with all my programs preloaded!). That's right! I managed, with a bit of trickery, to compress my 15GB partition into less than 4GB, using Drive Imager.
How? I turned on compression for the partiton, turned off hibernate, deleted all the files in the prefetch, deleted all the $Uninstall$ files in Windows folder (so now i can't uninstall any hotfixes or Windows updates, or SP2, but who does anyway?), turned off the page file, rebooted to safe mode, defragged multiple times, ran Drive Eraser to write 0's to all the free space, booted UBCD, backed up the partition with Drive Imager using compression. Got the (already Windows-compressed) size from about 4.5GB (used space on the partition) to 3.9GB (complete partition zipped).
I'm pretty happy
I can write a tutorial on how to do it if anyone's interested....