No, you can't finish later on Vista or XP. Once you cancel backup, it is considered incomplete and you will need to start the backup over. If you have the ability to leave the backup prompt open waiting for you to feed it another CD and confirm, I'd do that and go pick up a spindle of CDs in order to complete the backup.
The good news is that your next backup should need many fewer discs as it will only backup new and changed files.
If you need to cancel the backup, due to not being able to get additional blank discs today, I'd consider getting an inexpensive USB external drive, which will make backup much easier to perform.
-steve