I use direct cd to write and save excel files.  This is the second time that files that I save to cdrw disc disappear when I re-open disc.  I have tried copying and pasting all the files from folder on C drive and overwriting existing files on D drive and everything looks fine until I close and re-open disc where I find the same files are missing again.
 
I did a scan of the disc and there is no damage to disc.  
 
What could be causing this problem?

Check the properties of the CD Lona, it may be that its done it as a seperate session and you may find the tab for the first session and another for any subsequent ones  

When I do back ups to CD, I use CD-Rs, and if I use the Windows CD Writing Wizard, I can add to the disc at a later stage, so it obviously doesn't finalise when it writes data, like it does when it writes a music CD.  It's the same as creating a multi-session disc in Nero, if I understand it correctly.  Try using the Windows CD Writer program next time, Lona, and just with a CD-R.

I think what you and simon are referring to is a multisession cd.

Packet writing to a disc is different and doesn't have multisessions.

Edited............

Just put reformated disc in Rom drawer with 6mbs of files on it and it is saying it is full again.

If I put the disc in the writer drawer it has 500mb of free space showing.  Weird to say the least.
 

You still havent said if you have looked at the properties on the cd or not Lona  

Sorry, I thought I did say that I had looked in properties.  It said it was full.