Here's where I sound stupid.
I <i>think</i> it supports multi-session.
Here's the CD-RW I'm using
http://www.lgeus.com/Product/CD/GCE_8240b.asp
I'm also on WinME if that makes anykind of difference.
Tried this morning of dropping the write speed down to 10x (before seeing the 2nd to previous post), changing the mode to Mode1 and Mode2. Still, utter failure with everything except non-self booting games. Maybe I should give up on this and try to figure out how to make a self booting into a non-booting game.
BTW: I am really thankful of all advice so far