Creating a disc that is multi-session is desirable when one wishes data to be saved to the same LiveCD/DVD. This means that one can carry an operating system and personal files all on one disc.
A multi-session disc can only be created if it is written or burnt 'open'. Being 'open' means that future persistent data can be saved to it.
Puppy Linux has been a pioneer of the multi-session LiveCD/DVD. And the best method to create a multi-session disc is to use Burniso2cd under Puppy Linux. Here a DVD is always burnt open, i.e. the option whether to burn as closed or open is not offered.
This DVD can become either a multi-session Puppy LiveCD/DVD or a non-multi-session one. This option is offered when you first boot the newly burnt disc and subsequently proceed to shutdown: you will be asked where you will want your persistent data to be saved, either on the DVD or on some other partition, wherever that may be. The irreversible decision you make here is what determines whether the disc is permanently set as multi-session or not. So if you want a
multi-session disc choose that data and settings be saved to the optical disc only.
For CD-R/RW media the situation is different. The option is offered whether to burn as closed or open; so if you want a multi-session CD-R/RW then you must choose to burn an 'open' disc. However, using a CD seems to be less reliable at saving sessions at shutdown than using a DVD - another reason not to use CDs.
Not all CD/DVD burning programs designed for Microsoft Windows provide the option to burn (write) in multi-session mode. One that does is the free CDBurnerXP∞. It is only available for Windows 2000/XP/2003 Server/Vista operating systems.
Use this program for creating a multi-session LiveCD only. However, it has already been stated that it is recommended to use DVD-R media for the creation of a multi-session disc. Therefore the only circumstances under which one should use CDBurnerXP to burn a CD-R would be if one's optical drive is not a DVD rewriter. The following tutorial is for such a situation.
Tutorial: Download CDBurnerXP here. Version 3 does not require Microsoft .NET Framework to be installed. Later versions do. Launch CDBurnerXP whereupon a dialogue box opens which is the startup screen (older startup screen, newer startup screen - varies depending on software version); select the option that refers to burning an ISO image;
From the File menu select Write Disk from ISO file...;
Select a suitable writing speed;
Ensure that Finalize Disc is not ticked;
Click Write Disc.
Do not use CDBurnerXP to create a multi-session LiveDVD. To record to DVD a running Linux distribution is required because one absolutely must use growisofs (combined mkisofs frontend/DVD recording program) to perform the burn. The Burniso2cd program in Puppy Linux uses growisofs.
In summary, for all Microsoft Windows users, the recommended course of action is:
First create a non-multi-session LiveDVD using BurnCDCC with a DVD-R (as shown here)
Then use this newly created disc to boot into Puppy Linux so as to create a new multi-session one using Burniso2cd (as shown here)
This is possible since remember that Puppy Linux runs completely in RAM and so the first LiveDVD (the non-multi-session one) can be removed from the optical drive and replaced with a blank disc for the creation of the new multi-session LiveDVD.