Disks have to be formatted before they can be used for 'drag and drop' storage. Your hard drive was formatted before your operating system was installed. Floppy disks come pre-formatted because the only thing which people normally use them for is 'drag and drop' file storage.
CDs and DVDs don't come pre-formatted for this type of file storage because many people will want to use the disks for other uses (e.g. as audio CDs). If you simply use the 'format rewriteable disk' option within the disk burning software (while using a CD-RW disk, of course, - not CD-R), you'll create a disk which can be used exactly like a 'giant floppy'.
Chris