OK no sweat dudes
I finally found out what the problem was. When importing a session into a project it will not allow to continue any multisession cds. You may import a previous sessions and add files to the desired directory, but berfore burning, you should remove imported sessions, so that only bare file tree to be written is left. Then, when pressing Burn everything goes fine.
So I find 'import session' really confusing and unnecessary, only good for checking the left free space on the media and to view the directory structure.
Thanks to those who red this thread!

I hope this will help to someone. Someday...