I'm not sure what your trying to do. Are you Burning your compilation into a image file and then Burning an Image? Because I don't think you can do that. There are no multisession options in the Image tab. And you Can't choose multi-session options while burning an Image. Hope your not trying to burn a .nrg file on a Data CD? If you want to burn files from your HD, burn them directly with the ISO compilation (data) and then continue the same way with the 2nd Session. If you Already Have a Image And if Does not have some other information (like subdata). Then you should maybe use Nero ImageDrive (it comes with Nero, but you have to install it seperatly) to mount an Image to a virtual drive and then copy the files into windows, And Burn.
To burn a Multi-session you have to choose start multisession in the Multisession tab. If your using the wizard turn it off. Make sure that Finalize CD is not checked in the burn tab. When your burning your second session choose continue multisession, and choose the option you want. Make sure to check Finalize CD when your done because not all CD will Read your CD when it's not close (only your burner).
It will burn several session but Nero will write a second TOC and link the files to the other session, so it will look like one session because all the file will be there. But Beware because depending on your options Nero might replace some old files with new one (It will not erase them but it will put new files in the 2nd session and not link with the old ones). But you should be able to access the older files by chossing the first session with MultiMounter. Windows allows you only to see the last session, that's why you need MultiMounter.
The multimounter is in Windows Right-click on the cd Icon in "my computer". Also I think it does not work on Windows XP and Maybe All NT based Windows (NT, 2000).
Tell me if it help or if i'm way off the problem.