Well, here is how it works - the commercial CDs that you buy (N'Sync, Blink, Windows, Jenna V-CD) are actually duplicated from a master CD, which then cannot be changed. You cannot alter that (like writing with a Marker on white paper - can't erase what you've written).
CD-Rs, that you can buy, are also referred to as blank CDs (like blank paper). You can write on them till they're full, but you need a special CD drive called a CD-Recorder. But once the CD is full, you can't change anything on it (like a piece of paper full of notes or so). Usually, you can use this CD in a regular CD player, DVD player, or CD-Rom.
Then there is CD-RW, which is like writing with a pencil, which you can erase over and over again. Works like the CD-R above, but you can erase and rewrite it. However, these CDs can only be read by special drives (CD Recorders, some DVD players, and multi-read CD-Roms). You cannot play these as a regular music CD in your stereo (at least, not in most stereos).
I hope this gives you some insight in this matter.