in case you cn't find the way I have pasted the instructions below
1 Start Nero
2 Choose the menu command "File"->"Burn Image"
3 An "Open" file dialog box appears with the following image types supported (*.nrg, *.iso, *.cue)
4 Select your download LinuxISO file and click Open
5 The "Write CD" dialog box appears with several tabs (Info, Foreign image, Misc, Burn).
6 Click the 'Burn' Tab
7 Confirm that 'Write' and 'Finalize' are selected
8 Click on "Write". Watch it burn.