I used to drag and drop documents from my hard disk to a CD, and Windows also kept the CD "open" to enable further writes. I now have a DVD writer, but I am unable to drag and drop data to a DVD. Emil Wijesinghe
The drag and drop approach uses special "packet writing" software that is often provided as part of the software bundle that comes with most optical drives. There are several incompatible varieties, the most common being from Adaptec and Nero. If you didn't get packet writing software with your drive, you can search the web for alternatives: try tinyurl.com/k4btb.
However, I would recommend against using packet writing software for back-up purposes as it is too unreliable. Optical discs were designed to be written as one continuous spiral, not like a floppy or hard disk, divided into sectors that are randomly accessible. Packet writing also reduces the amount of space available for storing data.