How to burn games that include mp3 files?

Damm.. I am burning many cds to the trash. Seems I don't know how to burn Saturn games that have the cue/iso file + the mp3 files someone can teach me how to burn all in one cd to work in Saturn? Which settings should I use?

I am using nero express currently. (I also have magic ISO) If you know a better program to burn it let me know.