There are two basic ways of writing to a CD-R. Disc-at-once (DAO) writes the entire CD in one pass, possibly writing multiple tracks. The entire burn must complete without interruption, and no further information may be added.
Track-at-once (TAO) allows the writes to be done in multiple passes. There is a minimum track length of 300 blocks (600K for typical data CDs), and a maximum of 99 tracks per disc, as well as a slight additional overhead associated with stopping and restarting the laser.
Because the laser is turned off and on for every track, the recorder leaves a couple of blocks between tracks, called run-out and run-in blocks. If done correctly, the blocks will be silent and usually unnoticeable. CDs with tracks that run together will have a barely noticeable "hiccup". Some combinations of software and hardware may leave junk in the gap, resulting in a slight but annoying click between tracks. Some drives and/or software packages may not let you control the size of the gap between audio tracks when recording in track-at-once mode, leaving you with 2-second gaps even if the original didn't have them.
Many recorders, starting with the venerable Philips CDD2000, allow "session-at-once" (SAO) recording. This gives you disc-at-once control over the gaps between tracks, but allows you to leave the disc open. This can be handy when writing CD Extra discs (see section (3-14)).
There are some cases where disc-at-once recording is required. For example, it may be difficult or impossible to make identical backup copies of some kinds of discs without using disc-at-once mode (e.g. copy-protected PC games). Also, some CD mastering plants may not accept discs recorded in track-at-once mode, because the gaps between tracks will show up as uncorrectable errors.
The bottom line is that disc-at-once recording gives you more control over disc creation, especially for audio CDs, but isn't always appropriate or necessary. It's a good idea to get a recorder that supports both disc-at-once and track-at-once recording.