From Apple’s support site, comes this article on how you can burn a multisession CDR.
- Create a folder for the session and drag the items you want to burn into the folder.
- Open Disk Utility, located in Applications/Utilities.
- Select Images > New > “Image from Folder.” Then select the folder you created in the navigation window and click Open.
- Type a name for the image, choose a disk format, and click Save.
- When the disk image is complete, select it in the left column of the Disk Utility window.
- Choose Images > Burn or click Burn in the tool bar.
- Insert a blank CD in the optical drive.
- Select the “Leave disc appendable” checkbox. If you don’t see this option, click the triangle in the top-right corner to see this option.
- Click Burn.