{....}
uses Registry;
{....}
function HasCDRecorder: Boolean;
var
 reg: TRegistry;
begin
 reg := TRegistry.Create;
 try
  // set the the Mainkey,
  reg.RootKey := HKEY_CURRENT_USER;
  // Open a key
  reg.OpenKey('Software\Microsoft\Windows\CurrentVersion\Explorer\CD Burning', False);
  // Check if the Key exists
  Result := reg.ValueExists('CD Recorder Drive');
  // Close the key
  reg.CloseKey;
 finally
  // and free the TRegistry Object
  reg.Free;
 end;
end;
// Example:
procedure TForm1.Button1Click(Sender: TObject);
begin
 if HasCDRecorder then
  ShowMessage('CD-Recorder available.')
 else
  ShowMessage('CD-Recorder NOT available.');
end;