Dreamcast burning using nero

alo ppl, help me out, i got marvel vs apcom 2 and whenever i double click it, it opens nero and goes to cd-image and only has 3 tabs, i select burn and it asks for a place to save, and instad of burnign onto a cd it copies the file onto my HD WTF!! wut am i supposed to do! help! i got a server on hotline and i'll give free access to anyone who helps me,