Multi-session writing on CDs and DVDs means that you write some content without finalizing the disc and then later on you can add content until you finalize the disc and/or run out of space.
Here's more on multi-session: http://www.pcguide.com/ref/cd/formatSession-c.html
CD players ignore multi-session discs and always play the first session only.
Computers will generally look at the last session, which often but not always includes references to content in previous sessions. Some drivers and software may allow access to other sessions (e.g. IsoBuster).
Pioneer DVR-112L, LiteOn SHM-165P6S, Pioneer DVR-111L, BenQ DW1655, Plextor PX-760A
LiteOn LH-20A1P, Optiarc AD-7203A, Matshita UJ-840S, Sony RDR-HX910, Sony RDR-HX750