Burning Saturn games with Nero

If i have a saturn ISO and MP3 files with the game, do they have to be converted to WAV, and when i burn it in nero can i just make a mixed mode cd and put the iso in the one window and the sound file sin audio window then burn it. Will nero automatically convert MP3 to WAV if i need to?
MasterAkumaMatata gives a good explanation here.

That's a fairly common question. Maybe looking through the forum before asking would help.