I used to have software (adaptec easy cd creator 4) that allowed me to leave the session open (not write a lead out) with track-at-once audio writing. that software doesn't exist anymore so I was looking for a replacement for windows XP. most current softwares i've found seem to close and finalize the disc automatically. I am looking to have a multi-session audio disc but one single session made with separate burners.
any suggestions? thanks.

Nero burning rom.
www.nero.com or www.ahead.de pick your pick.

AFAIK Nero doesn't allow to burn open audio discs, I do that with EAC.

I think that windows media player dooesn't close the disc by default. I'm almost 100% sure.

with Burrrn you also have the option to not close the CD.