Just drag the songs over to the cd icon in the left side until you have all the songs you want then click burn. If you mean burn one song here or there you can't (you could but you would have to erase it first and start again).
I hope this answers your Q
This is the one thing I miss using windows, I could put a cartoon on a cd-rw everyday until the said cd-rw was full then go to another one. Same with my music or video clips. Some day this will change (I hope) but if anyone knows how to do this please give a shout
I find any software implementation of packet writing (Such as Toast provides) to be unreliable and generally painful. Mt. Rainier will fix that, so I hope Apple will add CD-MRW support in 10.5.