Yes, Like NERO Burning Rom. You use Multisession when you burn so you can add files. these files are changed to Read Only files when you burn to CD. If you copy them back to your drive you will have to change them back to Archive if you want to manipulate the files be it text or photos
There's no special programme, you just use Multisession mode.
I do it with Nero6.
When you start a new CD-R, stipulate Multisession and give the Folder a suitable name.
You then drag and drop the required files from right to left into the folder's name on the page listing the Folder on the left and your system's contents on the right.
When the session is finished, it is very important to Save the file so that further multisessions can be added; on the last session when the disk is nearly full, Finalise the disk before the burning is done.