As DVD is read only storage media, you can not save any thing you want. It is likely after you write some programs you would like to save them. In this aspect, you can use USB thumb drive or computer's local hard disk. To access them is easy under GNOME Desktop. 

To access the local hard, click Desktop Top Menu - > Places, select the file system, a disk icon will be placed on the desktop.

For USB thumb drive, you just simply plug it into the computer's USB port. With few seconds, you should see the disk icon shown on the desktop

Remember to unmount them when not longer to use, otherwise the file system on disk storage may not be in consistent state.