I have experienced the same problem using Imation CD-R on windows XP SP2 with version 4.0.024.429 of CDBXP in a SONY Model: CDRWDVD CRX880A slim 24 burner. It seems that when I use the option to have CDBXP ask me how to burn and I choose the "Leave Open" option, the disc still closes and will finalize even if I choose the advanced settings and uncheck the finalize box. If you were able to solve this problem let me know. THX.
P.S. I was reading some other posts and came across this: viewtopic.php?f=3&t=5823#p21715
Hope it helps.