I followed the same route as you, i used adaptec then shifted to Nero when i got my Liteonit.
It was a little confusing at first, a bit like that werthers advert, the one with having trouble with taking off the shiny gold wrapper???
If you go into NeroBurner, and start a new CD, close the wizzrd. and then it will come up with a window that displays buring details and options, if not then go to "File" and select "new".
somewhere in that window you'll see something aloing th lines of "Multi session" choose this and then somewhere else in that window you'll see a check box saying "close cd" uncheck it.
hope this helps.