The Disaster Recovery Wizard is creating a bootable image. After this process completes, you must burn the image to a CD using third party CD burning software. When you burn the image to CD, you must burn the CD image as an image and not as a standard file. If you burn the image as a standard file, you cannot boot the computer using the CD.
You can find the finished CD image in the path specified earlier in the Select location for CD image screen.