You can use two basic programs to make an enhanced cd.
EAC or exact audio copy www.exactaudiocopy.de
and Easy cD Creator.
You first create the audio image without closing the disc, just the session, and then you go into EASY CD CREATOR, with the cd-r containing the audio portion in your writer, and then you drag and drop the data stuff into the lower window. Easy CD will ask you if you want to add to the disc and you simply say yes.
Viola. Works peachy keen.
I have tried using EASY CD Creater to do the job by itself and it works great for cd's that have the normal 2 second gap between tracks, but it bombs out on the gapless cd's (like those from live concert recordings). I believe the full blown expensive versions of Easy Cd Creator will do the gapless cd's now, but I like free software.
EAC is free and kicks butt
Easy CD is great for data cd's and comes with most cd writers nowadays.