If you are using Nero 6 you can just follow these directions from llinuxiso.org:
# Start Nero
# Choose the menu command "File"->"Burn Image"
# An "Open" file dialog box appears with the following image types supported (*.nrg, *.iso, *.cue)
# Select your download LinuxISO file and click Open
# The "Write CD" dialog box appears with several tabs (Info, Foreign image, Misc, Burn).
# Click the 'Burn' Tab
# Confirm that 'Write' and 'Finalize' are selected
# Click on "Write". Watch it burn.
If you used the Nero option to make a bootable cd it probably won't work., in my version of nero (6.3, I believe) it is under >>Recorder>>burn image
then just choose the iso you downloaded and check finaliz like it says above and you should be set.