You can easily create a backup of your data file to a CD.
Click File > CD Backup. CMS will copy the data file to the special Windows Folder where Windows will know that there are files waiting to be written to the CD. A Desktop Notification message should popup (in the area next to the clock) that you can click on. All you need to do is put a CD in your drive and click Write these files to CD. This feature only works with Windows XP which comes with its own CD Writing ability. If you are using an older version of Windows, you'll need to manually burn the CMS data file to a CD using your favorite CD Burning software (Roxio, for example).
This is in addition to the regular backup options where you can set the system to backup on close and choose a backup location.
It is recommended that from time to time you should copy your data to CD and take it off-site should the unthinkable happen.