the only difference between CD's and DVD's (that's relevant here) is the amount of data they can hold, DVD's can fit nearly 7times as much information on them than CD's, so for large backups DVD's are more suitable.
you can delete/move several files at once in a few ways, either hold down the Ctrl key while you click each file you wish to select and you can select as many as you want, then press delete to delete all selected. or. To select a whole list of files or folders, click the top file in the list, hold down the Shift key and click the last file in the list to select the two files you clicked on and all files between them and again press delete to delete all selected.