I think the problem is in your virtual environment.
I do Explore&Burn development on Windows 7 machine. So to test Explore&Burn under Windows XP I'm also use virtual machine. I prefer VirtualBox.
IMAPI, which Explore&Burn uses as the burning engine, sends low-level commands to the burner to do its job (and all other CD/DVD burning software do the same).
By default VM blocks these commands and IMAPI thinks that your DVD-RW drive is a read-only DVD-ROM device, and does not include it to the list of supported devices.
I need to explicitly enable "Passthrough" mode in VirtualBox VM settings for this DVD device, to let the IMAPI directly communicate with it.
Don't know for sure if this is a case for Returnil, but most likely - yes.
So although Burrrn sees your DVD drive. most likely it will fail if you try to burn something.