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It depends on your model, some MacBooks only have ComboDrives (read DVD, write CD).
Look into Applications / Utilities / System Profiler > Hardware > Disc Burning and see what it does say there.



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Have you also taken a look at MRoogle, since that question may have been asked several times?
 
The latest MacBook will burn DVDs but some older models only came with a DVD reader/CD burner so check if you are buying second hand.
 
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