I'm having trouble writing a complete disc, can yo...

(This is for failures other than buffer underruns. For those, see section (4-1) and perhaps section (4-4).)
If it's failing right as the disc is being finalized, and you're recording in track-at-once mode, try recording in disc-at-once mode instead. It has been suggested that some recorder+media combinations have trouble reading the PMA (Program Memory Area, where a copy of the TOC is kept until the disc is finalized) at the end of a write. With disc-at-once mode the TOC is written early, so it doesn't have to get read out of the PMA. See section (2-19) for the low-down on disc finalization.
When in doubt, check your ASPI layer. See section (4-44).
One user with an ATAPI recorder found that disabling DMA (from the Win98 peripheral properties) made things better.
Try letting the drive cool down (leave the machine off for a couple of hours if you have an internal drive). Power up the machine and immediately record the disc. Sometimes heat buildup can cause problems, though this is less common with recent drives.
This was happening frequently with the HP4020i running off an AdvanSys SCSI card under Win311 (i.e. WfWG). The solution here was to remove IFSHLP.SYS from the CONFIG.SYS. (IFSHLP.SYS is somehow involved with 32-bit file access and network support, so you may have to disable both of these before disabling IFSHLP. You may have better luck under Win95.)
Another user with the same setup found that doing power-up diagnostics and device reset right before burning the CD helped.