Problems with cdi files that have an audio session followed by a data session

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My problem is this: When I try to burn a game, such as SoF, which has 2 sessions, an audio and a data one, it seems as if when the first session (the audio track ) is done writing it closes out that session and finalizes it, then goes on to the data session. Since it does this, the only thing that the DC is able to read is the first session, the audio track. I need to know how to burn the two sessions as a whole so the disc won't close after it is done burning the audio session. I am currently using DJ 3 and I have had no problems thus far with it, just this. My burner is a Sony Spressa USB, and for some reason it just seperates the two sessions for reasons that I cannot figure out. I know that I cannot use the cdi2nrg because with Nero the burning fails cause my burner can't do it. I have tried almost any prog that you can think of to get around this. If you know of any program that would help me or any settings that I need to change in DJ please let me know. I am eternally grateful for your help on these matters.