I read before that a problem like this might happen, but how do I fix it?

Does the drive show in My Computer or Device Manager?

Yes, it does show in My Computer. When I go to Windows Media Player to burn it says, "Connect a burner and restart the player."

You can try this and see if it helps
http://www.dougknox.com/xp/scripts_desc/xp_cd_dvd_fix.htm

It didn't work, but thanks.

What burning software do you use? Maybe try a different one. A few alternatives can be found here:
http://www.bleepingcomputer.com/forums/topic3616.html

I use Windows Media Player.