Hi, Yes Windows Media Player and the shell extention (right click > send to cd/dvd rw) doesnt work in Server 2008.
To Just add data to the disk you can do the below:
Run CMD prompt as administrator
Then you can just drag and drop files onto the open disk and manually eject it.
for doing more complex things like copying dvd’s, burning audio cd’s etc just use other software like the Clone series from slysoft.com or roxio/nero.
Hope this helps you!