You burn it using a cue sheet. Create your cue sheet as you would for CDRWin. If you need help creating your cue sheet, use Lodger's Saturn Cue Maker; it should work for SegaCD as well. Put all your files (*.ISO or *.BIN and *.WAV or *.MP3; make sure all audio files are CD quality) in the same directory. In Nero, goto File -->Burn Image... --> change file type to All files (*.*), locate and load the cue sheet, specify your burn speed and burn. However, you may run into problems with certain games that needs to be burned TAO (e.g. Lunar).