Close the session
This is a CD recording term. A session refers is a section of data on a CD. CDs can have multiple sessions. For example a CD-Extra disc has 2 sessions. The first session is the music and the second session has other stuff such as movies, extra artist content.
When the closes the session, it means that it is ending further writing to the session and is not allowing for new sessions. This is important for compatibility with standard CD players.