If you are just talking about burning files or directories to a CDRW, then you could use something like K3B. If you are looking for an actual backup solution, though it doesn't meet your requirements, I've had good luck with partimage (partimage.org).
I've never used that Windows program mentioned, but K3B does do what you have described. If there is something I'm missing, feel free to respond with a bit more detail on exactly what you are hoping this application to do.
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