Multisession DVD - open session - but why?

Using Nero Burning Rom I used to burn multisession DVDs without a problem.
Then I tried last week and although it burned OK it left the session open and informed me “Not able to write Disk-at-once on an open disk.” I was unable to read the files. (TAO is not available for DVDs only for CDs. Why is this?)
I recalled that I may have tried to add new files without closing the session window and thought that this may have caused the problem. (Was this a correct assumption?)

So I tried again. The same but this time I closed the session window, read the CD and it seemed fine. The session must have closed. I then tried to add a new folder and file. I opened a new session, burned it and closed the session window. Old files accessable but not the new ones. Nero informed me that the second session is open.

What did I do wrong? How do I burn multisession DVDs without encountering this open session problem I have?