With OS 3.9 it should work.
Are you allowing SetPatch to update your scsi.device, if you don't you will still have the 3.1 version which does not support ATAPI devices (such as CD-ROMs and Writers).
I take it you are not using any kind of IDE splitter (I think there were models for the A4k) as these are not supported by the OS 3.9 scsi.device and need their own software (such as IDEFix).
What model is your CD writer BTW?
Robert