This article is from the CD-Recordable FAQ, by Andy McFadden (firstname.lastname@example.org) with numerous contributions by others.
This is usually referred to as "spanning", and is a standard feature of
most backup software (see section (6-7)). With a little extra effort,
you can accomplish the same thing with standard software.
One approach under Windows is to create a ZIP archive with WinZip
(http://www.winzip.com/) or PicoZip (http://www.picozip.com/), and then
use the "Split" item on the Actions menu to break the archive into pieces
small enough to fit onto CD-Rs. The feature was originally created to
split archives across multiple floppy discs, but it works just as well
with 650MB pieces.
On a UNIX system, use the "split" command, e.g. "split -b 650m myfile".
Write each file to a separate disc, and combine them later with "cat".
These commands have been a standard part of UNIX for just about forever,
so you should have no trouble finding them.