Creating recovery disks on a T400. Not asking for 2nd CD/DVD

[rotterdam]

Just as a precaution before I could install Win 7 I decided to create recovery disks on my T400-2767 running Win Xp Pro. The plan was to use 1 CD plus 2 DVDs. Anyway after the 1st CD was created it told me to label it as so-and-so but did NOT ask me to insert the next CD/DVD??? Is there something wrong?

I had bought this off IBM certified used section and recently downloaded the RnR from lenovo's site:
Rescue and Recovery® 4.23 for Windows XP (32-bit) from March 3, 2011

What should I do next?