EXPERIMENT...
When Windows says you have "files waiting to be copied", you let Windows do the copying! So EITHER Windows is just alerting you to the fact that you have files and have NOT copied them yet to the CD, OR.. what may have been copied so far filled a first disk, and you need to insert a second disk to finish copying what is still left waiting to be copied. I'm not sure which.
Ideally, what you need to do before you ever got to this point is to figure out the total capacity of the disk you are copying to, and the total size of the files you are copying, usually these days, in Gigabytes, (billions of bytes).
I cannot remember how the Windows XP operating system works for copying, what it might simply be telling you is that it has surveyed the number of gigabytes in the files you wish to copy and is "ready" to actually burn those files onto the CD.
But if you bought 50 or 100 CD's for copying, EXPERIMENT, see what happens if you let Windows copy to that first CD, and tell you that either it actually DID the copying, or that it didn't finish copying all the files onto one CD and needs you to insert a SECOND CD to finish the job.
Hope this helps. Don't be afraid to EXPERIMENT and maybe not do it right the first time, We learn by doing. Most likely you will either find out what Windows means by being ready, or will simply waste one or two CD's before you figure it all out.
In the future, survey your files' total size BEFORE you decide how much or how little to copy onto a CD.
Usually, as I remember, Windows had a way of allowing you to make multiple copies of one single CD, and that might be the message you are seeing.
This link might also be helpful, and refers to XP and copying photo's to CD
http://www.ehow.com/how_5150712_copy-pictures-cd-windows-xp.html
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