2) Buy a random CD burning program at Best Buy or something. Although I'd recommend not to do this, as these programs can make terrible, TERRIBLE backups.
3) Search Google for freeware CD burning programs.
4) Use Windows Explorer to burn your CD.
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If you are going to use Choice 4
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1) Put your PS1 game into your computer's disk drive (it doesn't matter which one it is).
2) Go to My Computer, and double-click your disk drive.
3) Press Ctrl+A, then press Ctrl+C.
4) Make a new folder in My Documents called "PS1 Game".
5) Open up the folder and Press Ctrl+V.
6) After the computer has finished, insert a blank CD into your CD/DVD burner.
7) Go back to the folder that you made in My Documents.
8) Press Ctrl+A, then press Ctrl+C.
9) Go to My Computer, then double-click on the disk drive with your backup in it.
10) Press Ctrl+V.
11) On the left, click on "Write this to a CD" or whatever it says.
And you're done!
NOTE: Choice 4 still makes pretty terrible backups, and it's recommended that you use one of the programs from choice 1.