<steps already mentioned before I could post...>
One comment: things aren't really burned onto your CD until you specifically say to burn it, either by ejecting it and specifying "Burn", or by right-clicking (control-clicking, to one-button-mousers) and selecting "Burn Disc".
Otherwise, you can eject it without burning it, and/or move stuff back and forth from the CD's on-screen folder without ever actually putting anything on the CD.