What others have said about not being able to write on the disk itself.
If you have a CD-RW, you could just copy the game across after its saved on your hard drive.
You can also use a normal blank disk, but you'd havve to use a new one every time you saved it, not much of a problem if you're just transfering it, but could get expensive if you need to keep switching (in which case it would probably be worth going out of your way to get a CD-RW)
Ass long as you call your save a diffeent name from your mate's, then you won't have any problems (in not) overwriting his saves.
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