I've just posted a beta of InfraRecorder Portable. It's a CD/DVD burner. You can grab it here:
Download InfraRecorder Portable 0.43.1 Pre-Release 4
(may take a few minutes to hit the download servers)
To burn video DVDs, you'll also need the MP3 codec (you don't need it for audio CDs, data CDs or data DVDs). This is not packaged with the main download as it is not legal in all countries due to patent issues. Do not download it if the MP3 patent applies in your country.
Please post your findings.
UPDATE (JULY 18): Fixed location bug in MP3 codec installer.
UPDATE (July 19) PRE-RELEASE 2: Compressed codec files to save space.
UPDATE (July 19) PRE-RELEASE 3: Left cdrecorder uncompressed. Removed irexpress and shell extension to save space. Best to delete your existing install before updating.
UPDATE (July 19) PRE-RELEASE 4: Fixed wrong version of InfraRecorder in package.