Leaving a .cda session open?

I burn alot of reference audio CDs (.cda) and sometimes it'll be like only 1~2 songs. Seems like a waste of CD space. I was wondering if there is a way/program to leave an audio CD session open so I can fill it up as I go? I have NERO Burning ROM but though the option to keep session open on an audio CD is checked, I can't add anymore files after the burn.
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