Hi, had the same question some months ago and had a very good answer. You need a program you can find at Goldenhawk.com This program has to be run in Dos mode ONLY. Windows does not recognize Roland type files. You can make an image of your hard disk/zip/jazz... onto a CDR. Only important thing, your hard drive needs to have a SCSI id number lower than your CD burner.
Go to
http://www.goldenhawk.com/download/ and download the file "dao32v36.zip". In this zip file you should find (if it hasn't changed) an disk2cd.exe . It's very easy, run it and burn your cd. Also an important thing : Don't use hard disks with more than 650 mb stuff. Even if you use a Jazz it will stop after 650 mb.
This program worked very well for me. I have a Roland S750.
If you need further information you can contact me
gauthier.budke@skynet.be