Hi
Good idea! Always make a backup (or two

) just incase...
You need to burn the full setup file that you downloaded from Ageod web. The one you clicked over to install. That is the full game.
That should be called something like setup_wia101e.exe or something like this. The numbers may change depending of the version that is available for download now.
It must be pretty big. Mine (version 1.01e) is 557 mb. Yours may vary slightly.
But don't mistake this big file with tehe little wia.exe that you find on the insatllation folder.
That is just the game executable and won't work by itself. You need all the rest of the files (graphics, sounds, databases...) for the game to work propoerly.
All this is inside the installation file you need, the setup_wia101e.exe
Once you have this located, just burn it on a Cd

That's all.
You can also add a .txt or word doc with the serial number to the Cd so you have all the things you need burned together.
Alternatively, write down your serial on the CD itself.
Hope it helps
Cheers!