Answer:
CD-ROM stands for Compact Disk Read Only Memory. By definition, you can only write to the disc one (a process often called "burning" the disc).
Now, this is inconvenient in that the disc can't be changed. The CD-ROM format has a feature called "multi-session" which not every CD burning program supports. Multi-session lets a user add files to and replace files on a disc. This only works, though, if the disc was set up to do this on the first burn. Essentially it adds the extra files to the disc without re-writing the already burned sectors.