Put all ISO and WAV/MP3 files on the same directory as the cue sheet. In Nero, go to File, Burn Image..., change file type to All files (*.*), locate and load your cue sheet, specify burn speed (preferably 4X or lower), and burn.
This is assuming your cue sheet is all correct (e.g., mode and sector size of ISO is correct; file names matches those on the actual directory) and your audio files (WAV or MP3) are all CD-quality.
BTW, you might want to do a test burn before actually burning if this is your first time doing so. Additionally, as Arakon suggested, upgrading to version 5.x.x.x wouldn't hurt either.
i used to use easy cd pro/nti 3.6/fireburner on my old burner (that was on win98 and the software supported the old burner(which actually came with easy cd pro 95, to give you an idea of how old it is)
my new burner and win2k dont like talking with nti or easy cd pro though, so i use fireburner or cdrwin usually
Test burn is good if you're using FireBurner for the first time. Was the test burn successful? If so, just uncheck the test burn option or something (sorry, I've never used FireBurner to burn before) and burn again.
I used Easy CD Pro 95. You have to decode MP3s into WAVs before you can burn them as audio tracks, but other than that, it's EASY. Nero doesn't have the option to let your burn an ISO with CD tracks. Oh, and Easy CD Pro 95 is legally free, I guess.