Firstly, your FryingPan must be registered or it won't burn anything.
I use 0.41 (seems to be a little more complete than the 1.0 release.)
Go to "Tracks" menu, "Disk Image Constructor" section, add your directories (you can just add Workbench or Work or any other disk and the whole thing should show).
Below the buttons is a space to name your CD / DVD. (usually default name is "CDROM", change it to whatever.)
Now go to the "Write" menu. Choose "On The Fly ISO".
Click "Write".
If all is well, your Disk should now burn.
Cheers