I don't recall the 'Burn Image' window in the Disk Copy program in 10.1, but in Jaguar there is a small blue arrow in the top right corner which, when clicked on, further expands the window. Open this window and then check the 'Allow additional burns' option. This needs to be checked if you want to append any further sessions to a CD-R.
[Editor's note: You'll see this dialog when you use File -> Burn Image.. menu item after selecting the image to burn. It is not (as far as I can tell) available in the Finder when doing normal burns.]

