Burning Audio CD mp3 vs wav

I'm new to this burning thing so bear with me.

I'm using Nero v6.0 and would like to burn music on a CD, but not all at the same time. I noticed that with mp3 files I can add files to the CD at a later date, BUT, I can't burn wav files later.

There is an option to "Allow files to be added later", but with wav files it's greyed out.

Here's my question: Is this normal, you add to mp3 but you can't add wav files?

OR should it be using another application?