Hey,
In order for your ASR to be able to save data to a cd-rom, it has to have software which will allow it to recognise a drive as a CD burner, and it has to know how to write to the drive. I would be surprised if the ASR was able to do this.
If you wanted to save to a Zip drive, you will have to buy one which has a scsi connection on it, and the ASR would have to have software which allowed it to write to it. I would be surprised if the ASR WASN'T able to do this.
You may be able to connect the ASR directly to your computer if you have a scsi card plugged into it. If you look around the net, I'm sure that there are people who have done this, or at least they will be able to point you in the right direction.
Take care,
Nick