You can compress backup to a temporary file/directory and than burn to CD using free CreateCD from http://isorecorder.alexfeinman.com/CreateCD.htm (WinXP and later).
I'm not sure what's the problem with backup to a newtwork share.

>I would like a code to backup my database folder to a
>disk over the network or to a CD-ROM.
>I have a good code to compressed backup to a floppy disk, I got here, but
>it seems old fashioned now
>