you will need a video capture card, then use virtual dub to capture it as an avi file (it will be big file though, depending how long your video is). Then just follow the tutorials by ChickenMan for the output you desire.
You say CDR, but do you just want it like that (avi video)? or do you want to make a divx out of it or vcd?
If VCD, it is best this method & then using tmpgenc for the mpeg 1 conversion. Using a capture card that captures directly as vcd format or mpeg isn't as good (as they don't look as nice as tmpgenc output).
Hope that helps.
Good luck