These days in my family (we do a lot of backing up of this type of disc), we use a program called Power CD+G burner, but as mentioned CloneCD will do the job nicely - provided your drive supports the CD+G format.
However, neither program is free I'm afraid.
Download and run Nero InfoTool, run it and it should tell you what your drive supports. Failing that, just post your drive model here.
Any blank CDR should do the job.