That will not work. Once you burn anything to the CD it is closed. No more data may be written to it. What you need to do is to create a Burn Folder on your Desktop - Click on the Desktop then press COMMAND-SHIFT-N to create an untitled folder on the Desktop. Instead of dragging your images to a CD drag them into the new folder. Watch carefully how much data is in the folder since a CD only holds a maximum of under 700 MBs. Just select the folder. Press COMMAND-I to open the Get Info window. The size of the folder should be displayed in the upper panel. Ideally keep the total amount to few MBs to allow space for the disc's directory.
Once you have the images that you will burn in the folder put in your fresh CD, open the Burn Folder, select all the files (COMMAND-A) and drag the entire selection to the CD's Desktop image.