As far as I know, OS X still does not support multi-session writing to DVD media, even a DVD+RW. To be honest, I haven't tried it with Snow Leopard, but I know it didn't work with Leopard. Multi-session writing does work with CD media - kind of.
Anyway, why in the world would you even want to use DVD media for backing up all your software? Buy a large external hard drive. Even if you used double layer writing, you could only get around 7.5 GB or so on a DVD.