Infra Recorder has a open source CD and DVD burning software package which may be configured to run as a USB portable application. You can download the application for free, then make some edit changes in the properties box and run from a USB stick.
I’m sure the first question you have is, why burn a CD or DVD if you already have a USB stick. Well, maybe you are just slow to transition to 100% USB, or maybe you need to burn some video files at the parents house and don’t want to hassle with figuring out if they’ve got software to support the job.