DVD-R closed on writing a file???

I know with a CD-R you can write a file, close the CD, play it or whatever. I notice that with a DVD-R I can only write one file to it (much smaller than the 4+ gig available) and the DVD is closed to writing additional files at a later time.
Is this the normal thing? I know I can use a DVD-RW but they are considerably more expensive than the DVD-R.
joeZy