I am not sure about Roxio soft (never used that one), but Easy CD, AFAIK, is for CD burning, it means, writing on CD-R or CD-RW in CDFS file system format. In this format you write CD once and for RW you have to erase it before writing new content to it. For that CDFS file system there is no such a term as "format media".
To use CD-RW as big floppy (write, delete, write again) you have to use packet writing software (I do not know if DirectCD is coming together with Easy CD, or you have to buy it separately). In Nero case there is InCD packet writing software. All of that software really formats RW media in another file system format, called UDF and uses special part of the CD as directory pointer, which is rewritten, when you write or delete files to media. So for such a format you have to "format media" first, like with floppies.
I suppose, you are trying to "drag-and-drop" files to your burning drive, but for windows it means - using packed format. Since you have not formated your RW media by packet software (and Easy CD is not the one), it says - "wrong format".
I do not think easy CD itself allows you to format CD-RW in packed format. With this soft you can just burn CDFS on CD-s.
With DVD creator you can burn DVD-s in UDF file system, but not in packet format.