If you don't close the disc you can add another session and add that file, most computers will only see the last session but your burning software should let you choose the session so you can pick the first again (also this loses some space on the disc each session switch so be carefull)
If you don't close the sesssion you can add more files to it, although most (if not all) regular CDROMs won't be able to read the disc until the session is closed.