Here's how I burned Puppy 1.0.0 alpha multisession using Nero 6

• Get the Multi-session ISO file

• First, you run the Nero Burning Rom part of Nero
• Select Recorder, Burn Image

• Select the Puppy iso file

• Select the burning options
  • Do not check the Finalize CD (No further writing possible!) box
  • I selected Track-at-once
• Click the Burn button

• The multisession CD should now burn

• When it's finished burning, you should get this message box