A mixed mode disc is one of the disc types known as Enhanced CD/CD Extra/CD Plus. A mixed mode disc contains both audio (for usual audio players) and data (readable for other devices, like PCs).
To create a mixed mode disc, start a new audio compilation and burn your audio tracks to disc. If you are asked how to burn the disc, choose Let me choose advanced settings. In the burn settings dialog, make sure that Finalize disc is unchecked and Track at Once / Pause between tracks is selected. Then start the burning process.
After that, start a new data compilation. Add all the data you need to the layout, and open the burn settings dialog (press the burn button in any of the toolbars). Again, if you are asked for the type of disc, choose Advanced settings. In the burn settings dialog, make sure that Finalize disc is checked, and Session at Once selected. Start the burning process.
This article applies to version 4.0.025 or higher.
Earlier versions do not allow you to leave an audio disc open, so there is no way to burn mixed mode discs.