What's the deal with backing up files to a cd rw?

I must be having a dummy problem. help files seem to be sending me in circles. To backup individual files to a cd rw in Windows, all I did was drag the file to the cd rw and I could later easily overwrite the file just by dragging the newer version in. It seems a big project in OS X, ending with the cd being closed, not allowing the file to be overwritten. Can anyone point me to a link on how to do this? sheesh...
thanks,
--h

Thank you. About four hours after I wrote that I remembered in XP I need a third party app to do that and was wondering if that might be the deal.
--h

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