Problem is the data to be written must be on hand and in the buffer, or you get writing errors. So, if you go at the full rate and the machine does anything that takes resources, odds are you get an interrupt in the data flow and accordingly, write errors.
Even if you don't go at full rate, it is a good idea to avoid doing heavy tasks - like games - as that will most likely cause write errors.
Now, CD-writers are getting better with bigger buffers and more room for error, but as speed increases any margins they add are eaten up that way, so usually ti's generally applicable advice to
1: Do not run at full speed
2: Do not run intensive - or in many cases, any - tasks on the PC while writing to cd..