How to keep a CD-R open for additions

I have Windows XP and a Dell Dimension computer about 1 1/2 years old.  I like to backup important text folders and files frequently using CD-Rs.   For folders in "my documents" I use the "send to" function and designate "backup E."  Then I select "write these files to CD" and the CD Writing Wizard takes over.  In doing so I accumulate a large clutter of CDs, because they always come out of the writing process "write-protected."  This seems like a real waste.  I never seem to get an option allowing me to add more text items in the future.  I'm sure that the solution is simple, but somehow I can't figure it out.  Please, can anyone suggest something?