Error when doing multi-session burning on Nero

Hello experts,
I'm using Nero software to burn files. During multi-session burning, the following error occurs:
"The disc you have inserted is not empty, but the writing mode of your compilation is ‘Start multisession’ or ‘No multisession’. This will cause the information already on the disc to be inaccessible via Windows Explorer. Should Nero proceed with writing to the disc?"
What could I have done wrong to get this error? What should I do to prevent a similar occurrence in the future? If I click "Yes", will I be facing any unwanted situation? I need suggestion from the experts. Please help. Thanks.
