Multi-session not closing

I have been using Nero and with the CD’s I have for keeping stuff that I need when I reinstall Windows, both Win 98 SE and XP. I find that when I have updated afew things on the CD and go to do a reinstall I cant find any of the new stuff. IE Video card drivers, and stuff like that which I really need.
After I have put most of the older stuff back on I find that the last sesion didn’t close off like it should and is kept open. Why is Nero doing this? I have had this happen also with Nero and the version before that as well.

My PC is as follows
AMD Duron 1Ghz
20 Gig HDD as Pri Master
1.2Gig HDD as Pri SLave
16x DVD Sec Master
Acer 10x8x32x CD-R Sec Slave

Even with the DVD as a slave and CR-r the other way arond it happens