[crispy]

You need a CD Packet writing software.
Packet writing is a technology that enables the writing of data to a CD-R incrementally, in multiple small blocks of data, rather than in a single block (as in disk-at-once recording), or in blocks defined by tracks (as in track-at-once recording), the other two common methods. Packet writing software makes it possible for you to save data to a CD-R or CD-RW in the same way as it would be saved to the hard drive or a floppy. Not all CD recorders support packet writing, however.
You may also need udf drivers.

try progs like

File CD
Direct CD

There are many, some good, some bad. Do a google search for yourself.