They're packet writting apps. They let you use your burner like a disk drive. Unlike a floppy disk, once you write a file to an -r or -rw disk, it's there permanently, unless you wipe the -RW disk. When you add a session and "delete" that file, it's still taking up space even though you can't see it anymore.
Packet Writing software allows you to actually delete those files from the disk (again, -RWs anyway) and you will regain that space. The bad thing is that they're generally not readable on PCs that don't have compatible packet writing software. NTI had one that could write fully readable data disks on PCs without packet writing software. Not sure if other companies can do that or not as I haven't used a commercial burning app in some time.
Nice if you do incremental backups or if you don't have a disk drive. If you're not planning on writing to a -RW all the time, there's no reason to keep it running.