Ronan, do me a favor, look in the drop down box at the very top of the Export dialog, which probably currently says "Files on Disk". Click the double headed arrow at right, and see if you have an option that says "Files on CD/DVD". If so, click that, and a dialog should appear interfacing with your OS burner.
If that's not it, and it's also not available where Jim pointed to, there've been occasional reports of LR not recognizing installed burners. For that, I guess you'd follow the standard troubleshooting procedure, see the Tips & Tricks forum.