I may be missing something here, but is there something in XP that allows me to burn a dvd copy of my own straight to another drive without having to burn to the hard drive first?

No, you don't want to copy directly from disc to disc ("on the fly"), as it is quite unstable, and the chance of failure is extremely high (plus, you have to burn it extremely slowly). This is why most CD and DVD copying programs resort to making a temporary image of the disc on your HDD before it burns to a blank.

DJ.... point taken, will do it using a disc image.

rridgley.. downloaded burnatonce, cannot get the key needed to make the dvd plugin work.