you should try seaching the forums... but the steps are...
2.Save to harddrive
3.Insert Dvd media
...Make sure to select the image you made with read
5.Burn to your Dvd media
You MUST have a modded ps2 or xbox in order to play backups.
If this is a game for ps2 or xbox, search the forums for softmodding the ps2, softmodding the xbox, installing a modchip in ps2, and/or installing a modchip in xbox.
REMEMBER: When in doubt GOOGLE!