No. In general that's a bad idea for any application to work with a file on
a CD.
Instead, backup to a drive and then copy the backup to the CD using
Explorer.
Also, note that a CD may not be large enough to hold your backup anyway; so
check that out before you do the copy. Most people use an external drive
for backups these days; they've gotten reasonably cheap.
To Shawover and above this answer and others you've received, my
advice is that you do *not* do this.
CDRWs are less reliable than CDRs, and packet writing is less reliable than
normal CD-writing. Saving a few cents on your backups, but ending up with
less reliability makes no sense.
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