The tutorial, as moderated just above by Zoedee is for original games. For downloaded games (assuming they are going to work!) you'd burn back with CDRWin.
CloneCD is ideal for the NEO2.2 and OrigaChip. Just copy and play with the appropriate swap method. Your burner has to be compatible and you can look that up for yourself on the site ####://www.elby.de - CDRWin is used for burning unpacked downloads and games you are forced to patch. CloneCD handles 99% if not 100% of all CD games.