How do I find/install a cd burner into my laptop?

I just purchased a refurbished Dell Lattitude D600 thinking it would come with a cd/dvd burner installed but apparently it doesn't. I've downloaded ITunes, purchased music, and tried to burn a cd and it said no drive was found. Same occoured when I downloaded RealPlayer. Being computer illiterate and uming it had a burner already I am now thoroughly confused. Do I need to go out and buy someting (if so how much $ am I looking at) or is this something I can download for free online? May sound dumb but I'm still new to all of this. Any help is much appreciated!