Using Toast you burn two sessions onto the CD. The Music one first, burnt as Audio, then you set up another burn as HFS+ or (for cross platform compatability) a hybrid disc (mac and PC) and burn it as a second partition to the disc. NOTE: you MUST burn the audio on the first partition otherwise CD players can't read it.
Some versions of Toast actually offer an enhanced CD option (which is what these CD's are referred to as) in the 'Other' menu, effectively doing this for you.