That's right - writing stuff to CD-R (or DVD-R, DVD+R or BD-R) is like writing in a notebook in indelible ink. Once it's on the disk, there's no way to physically remove it short of destroying the disk.
If the disk isn't finalized, then it's possible to write a new table of contents that makes it LOOK like the files have been deleted, but in reality they're still there and can be viewed with a utility like ISOBuster.
So what type of disk should I be using if my intent is to copy files, then later delete and copy more files; I don't want to save any of them permanently. Another question, when right-clicking a file and selecting to send (copy) to a disk, why does my computer say to enter disk when there is already a disk (DVD-R) in there? It doesn't recognize it for some reason.