Currently Being ModeratedMay 19, 2013 5:26 AM (in response to Dreic41)
Yes, you will need an external, unless you can use CD and DVD Sharing from the MacBook Pro to the iMac.
Firstly, for 'burning' instructions, the best information is in Finder>Help menu and search 'Burn a CD or DVD in the Finder'.
If both Macs are on the same network, on the MacBook Pro go to System Preferences>Sharing and enable 'DVD or CD Sharing' and disks you insert on the MBPro should be available on the iMac. Apparently there are limits as to what can be done this way, but I'm not sure what they are.
Alternatively, you'll need to buy an external drive - any brand should work. I've seen it mentioned on here that they can be bought for around the US $40 mark.