GameGURU, i have done this successfuly w/ Nero before, you shouldn't have any problems.
You can't just copy the ISO file and burn it directly onto the disk. You have extract that image first before it becomes usable.
I'm not at home right now, but under the Nero burning wizard, you should see an option to make CD using a ISO image.
It's been several months since i last did it, I can't remember the words verbatim, but look for such an option listed in one of the menus in Nero.