F.A.S.T. Wizard and XP Backup - can't do multiple CD-Rs

I'm trying to do a backup and fresh XP install on an Inspiron 600m. I tried to do a Files and Settings Transfer Wizard save to CD-Rs. It would fill the first one and then quit because it was full - it is not recognizing the CD-R as removable storage and asking for a second disk.

I saved the FAST file to drive C and then tried to use XP's built-in Backup to save it to CD-Rs - same thing happened.

Any ideas?