Multisession CDRs

I'm trying to help my Dad create some multisession data CDRs. In a series
of tests, we successfully burned two sessions, but were unable to burn a
third session. We tried three different programs (Roxio, DeepBurner and
CDBurnerXP) and in each case, the third session *appeared* to burn, but
when we opened the CD, only two sessions were apparent. We then opened the
CD in Isobuster, and it too showed only two sessions on the disc.

Can anyone shed any light on why we can only burn two sessions? I think
we're doing everything correctly. We started by creating a multisession
disk and prior to each new session, we imported the last session. And at
the end of burning, we closed the session, but not the disk. According to
everything I've read, this is the textbook way of doing it.

Not sure if it matters, but the computer uses WindowsXP.

Also, we're burning small files (5 MB or less), so size isn't a problem.

And we've tried different brands of disc, all with the same result.

Thanks in advance for any help.