It's funny, I've had my MacBook Pro for well over a year now, but haven't burned a CD or DVD until today. I didn't know how to do it, but just inserted a blank DVD-R into the drive and then figured out what to do. Here's a quick summary of the steps.

First, insert a blank DVD-R. I'll assume it works the same way with a CD-R as well.

After a few moments the system displays a dialog to help you get started:

On this dialog I chose the default "Open Finder" option. This creates a folder on the desktop named "Untitled DVD", or if you have your system set up to show the complete filename you'll see "Untitled DVD.fpbf".

Next, double-click this folder to open it, and you'll see that it looks like a regular, empty Mac folder, with a "Recordable DVD" label on the top, and a "Burn" button in the upper-right corner. Just treat it as a normal folder and drag the contents to it that you want burned to the DVD. It should like something like the next figure:

Once you have everything in the folder you want to copy to the DVD press the "Burn" button. The system then displays the next dialog:

On this dialog enter the name you want to call the DVD (this is the name people will see when the DVD is inserted into their system, in my case, something like "Alaska 2007 Pictures"), a Burn Speed ("1x" being slower but more reliable), and, optionally, you can save the burn folder to a name you specify. This is optional, but I did it so I could easily burn the same content to several different DVDs.

After filling in those prompts press the "Burn" button on that dialog, and in a few moments you should see the next dialog, showing that the system has started to copy your content to the DVD-R:

When the system is finished burning your content to the DVD-R this small dialog goes away, and you'll be left looking at the burn folder. If you don't want to burn another DVD just eject the current disk, verify its contents on another system (I suppose this step is optional, but I don't think I'd skip it), then dispose of the burn folder if it's still on your desktop.

Otherwise, if you want to burn the same content to another disk, first eject the current disk; insert a new one; select the "Open Finder" dialog on the first dialog; then come back to your burn folder and click the "Burn" button again. This may temporarily leave a new "Untitled DVD" folder on your desktop, but it's easy enough to clean that up when the burning is done. (Actually, I think it may go away when you eject the current DVD.)

That process worked for me. I think it can be simplified with a multi-step wizard, but the steps were fairly obvious. I mostly just took a few wrong turns when burning the same content to multiple DVDs.