In your situation, it sounds like the program you are using wants to make changes to the files it opens. For this to be possible, the files must be on your hard drive (files on CD can not be changed). So, you would need to copy your backup files back to your hard drive before you can use them. Once you are finished, you can then back them up to another CD-R if you wish.
Remember, when you copy the files from your CD-R to your hard drive, you may need to clear the ‘read only’ flag. Do this by right clicking on the files (once they are on your hard drive), click the ‘properties’ menu item and then remove the check mark from ‘reead only’. You can highlight multiple files for this to make it quicker.