Most software allows you to burn multisession CDs, which append further data to a CD-R. As WaiKent says, you can't delete data off a CD-R, although you can hide data in some s/w by choosing New Disk when appending, and this overwrites the table of contents for the disk.
Some older operating systems have problems with multisession however, and will only read the last session burnt.
You CAN use CD-R media in multisession form to store small programs, utilities or anything else you wish - I do it all the time as CD-Rs are much more reliable for storage than CD-RW due to superior reflectivity levels.
You do need to finalise each disk when it is full as well as keep a record of each file(s) added, otherwise you will lose track..:-)
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