It's packet writing software. Roxio used to supply DragToDisk which was pretty good as these applications go but I guess you've got v8 or v9 where Sonic software has replaced the original Roxio apps.
The idea is to allow drag & drop using Windows Explorer which on the face of it is quite handy but can be fraught with problems. It's not a system to be relied upon too heavily.
Personally I'd avoid it.