It is unsafe to mark the label side of a CD with a sharpie. But it is relatively safe to mark a DVD. A CD’s writing layer is just beneath the label side of the disk so petrol based markers can penetrate and damage the recording layer. The writing layer of a DVD is not directly under the top label side of the disk so is way less prone to marker damage.
Still, markers labeled safe for DVD’s is a better choice than petrol based sharpies. I’m sure the Walmart ones are ok. I like and buy the Staedtler line of "Lumicolor / “Permenant” (erasable with alcohol) CD/DVD markers available or orderable from most art supply stores. The Staedtler website uses alot of irritatingly complex java crap, so it’s a little difficult to post you an exact link but just click on products> lumcolor> CD/DVD or similar. Damn, I hate their website! Some jerk go paid for designing it and probably thinks he is the sh*ts!