No, you can backup files to any media you choose. But if you plan to "add" files to a CD then you must create a multisession CD before you burn data to it. Again, consult Mac Help from the Finder's Help menu and search for "multisession" to find instructions on how that's done.
If you normally backup CDs or DVDs then you might consider using backup software that will backup to optical media. Your best bet would be Retrospect which has excellent control over optical media and can backup over multiple discs if necessary. If you have a .Mac account then you can use Apple's Backup instead.
There's also a third-party utility called BurnAgainFS that enables re-using optical media transparently. It's shareware and you'll find it at
VersionTracker or
MacUpdate.