Finalising a CD is the process of closing the burning session. Once the disc is finalised, no more data can be written to it. In order to write more data to the disc, you must first erase the disc -- removing the finalisation and other formatting. Provided the CD is capable of being rewritten (CD-RW), unfinalizing the disc is simple. Once this is done, you can burn to the disc again as usual.
Insert the CD into the computer's CD/DVD-RW drive.
Open the Start menu and select "Computer."
Double-click the CD/DVD-RW drive, listed within "Computer."
Click "Erase this disc" and follow any remaining prompts to erase the disc. Once erased, the disc is no longer finalised and can be burnt to again.