Yes, the Burn feature spans different discs flawlessly. Anyway, I find the recommendation to archive photos according to backup media size completely rubbish, especially from one so-called "DAM expert". Backup media are evolving all the time, and you need to copy from old to new media anyway every few years. Also, if you backup to optical media AND hdd, I wouldn't want such a mess on the HDD as a project folder divided into DVD1 DVD2 DVD3 ... DVD 8 folders...
Archive according to project, or date shot, whatever. That way, even if you want to backup to small optical media, you can simply mark them "2009-05-08 John Smith wedding, disc 1/3" or whatever. That makes much more sense to me.
And if you don't want to burn directly from Photomechanic, there are other software solutions that can take a folder and burn it spanning several discs.