Eddie,
installing an internal CDR is no big deal; basically you have to:
1- remove the sides of you PC cabinet
2- insert the CDR into one of the upper bays (it's very likely that you'll have to remove the plastic cover first)
3- connect a flat IDE cable to the CDR and (with the other end) to one of IDE sockets on the motherboard
4- connect a power cable to the CDR
5- (optional) connect the audio output of the CDR to your sound card.
6- tightly secure the CDR with four screws.

It's one of those things that are much easier with a picture or a drawing; all the PC magazines have a section on "How to do...", with plenty of pictures.
Email me if you need more details (I bet you will...)
Andrea