Burn technically means to copy. Burn Games or burning games would consist of having a hard copy of a game and using a computer or a gaming system to make a copy of the hardcopy. You can find hard copies of games on the internet that you can "burn" onto a re-writable CD. You would need to have certain components for your computer to actually burn games. It cannot be the typical CD burner it
. would have to be a DVD burner which can copy graphics and not just sound. It is always a good idea to burn your games quickly after you pruchase them so that if your disk breaks or gets ruined you will have a back up disk and won't have to go out and purchase a new disk.