Does Sound Forge see your CD burner drive? It very well may be a limitation of the trial version. For a definitive answer, email Magix Customer Service at infoservice@magix.net .
Welcome to the Magix Sound Forge users forum @Wayne-Smith
By the way, I have also just received an order from my wife to burn one, and the burner does not show up in Soundforge Pro 14 for me either....... "Starting as administrator did not help for the time being.