I wonder if it's simply that the capacity of the media you are attempting to back up to is too small, and the program is prompting you to feed in another disc?
What size media are you backing up to and how much data are you trying to backup?
A DVD has a capacity of 9.5GB max (double-sided), whereas a CD has a max capacity of only 10% of that.
If you are trying to back up your system drive, which is going to be much bigger than that, you will need either a) a bigger receptacle or b) lots and lots of media.
SD