iso+mp3 just doesnt werk

Hi, i just started burning saturn games and i got sonic jam to work, (bin+cue) with the swap trick but for some reason i cant burn the iso+mp3's. i tried using nero, making a cue, you name it. When i tried to make the cue, it said that i couldnt do track at once, is there any better way, or any other way that im overlooking? thanks