Introduction
The CD Extra is a mixed mode CD-ROM, containing first an audio session, with one or several audio tracks, then a second session (data track). The first session is the only one seen by the audio CD players, the second one is only seen by the computer. You should not confound those CDs with some earlier attempts (before 1995) to put first a data track then the audio tracks, or even to squeeze the data track in the pre-gap space, before the first track. The CD Extra specification is described in the Blue Book.
It happens that some people use terms like "Enhanced Music CD" or "CD Plus" to designate such CDs.

How to do?
The method is rather simple: you first burn the audio session, without closing the disk. Some recording software speak of session at once, others speak of reopening a new session, of not closing the disk. You may have to look in the manual and to do some tests.
You then burn the data session/track (data sessions contain almost always a single track), this time closing the disk. Nothing prevents you to register several data sessions/tracks but it doesn't make necessarily sense.
Most CD-ROM burning software packages recompute the offsets of the ISO catalog while burning the data track in the second session.
Some refuse to burn the track with an error messahe stating that the track is not built for the medium in the burner (in particular, Easy CD Creator).
One should note that this redocking (rebasing) operation is not strictly necessary.

A CD Extra with Hybrid Data Track
Depending on the data track you produced, it can be an ISO 9660 track, a HFS (Macintosh) track or a hybrid (HFS/ISO 9660) track, like an image produced by MacImage Using the autorun/autostart feature, you can even have a CD-ROM which autostarts with the same contents (or even another one) on the PC and on the Macintosh.