I think that when you burn a CD-R in NTI, you can select to burn in TAO and leave the disc open. This will create a multisession disc. Then, each time you burn more data, it will ask you if you want to continue the multisession disc (or something like that; I don't have CD Maker on this PC, and my other PCs aren't accessable right now).
The built-in Windows XP CD-burning program always makes multisession discs when you burn CD-Rs (and CD-RWs too, I think).
Unfortunately, you really can't make multisession audio discs that work. Most, if not all, audio players only recognize the first session.