HELP W/ACTION REPLAY CDX NEEDED URGENTLY! PLZ!

I have recieved the image for use with NERO off a friend. I loaded it up and clicker "write" but it didnt work. He said something like you have to add the audio track aswell, as there was a .wav file in the zipped one. I am a bit of a newbie I suppose, but I have been copying games for a while. Please help me burn this, all you supe r peeps who know A-Z of writers and stuff. Also, I dont think it has anything to with my writer and its probably just the software. I am using NERO 4, but I also have CloneCD, and DiskJuggler. PLeeeeeeeeease come forward if you now what is wrong this is a plea!
Thanks a tonne in advance,
Josh