Or a DVD-RAM, which considering what I know of them, they seem specifically tailored for backup tasks. Another story is finding one... and it could be that your drive is not supporting this kind of media.
A program to do the burning... I think there's some recent thread around... let me see... wait, you posted there
other one, I myself recommend Complex Evolution, which was a nice surprise when I tried it some time ago. CDBurnerXP is currently very buggy in some departments, so you've got to wait for 4.0. The other ones, ImgBurn is more geared toward disc images, I would avoid Ashampoo like the plague (the software company, more than its software, personal things of mine), DeepBurner also seems like a decent option. Did you try XP burning capabilities? For multisession discs, they work like a charm.
Also, Backup4All brings its own burning routines, so it's another option. And Nero, of course