Hopefully simple newbie question

[Stimpers]

Can anyone tell me how to burn games when the downloaded files are not Nero or DJ images? File 1 says it's a JT Hayes FAX file, and the others list as .002, .003, etc. type. I have several sets of these files for various games (silent scope, mdk 2, and game shark). The files do not come zipped or RARed. I have sucessfully burnt other things (many emulators, a few games) with both Nero and DJ, so I'm fairly fammiliar with using disk images and making disks that require the boot CD. I read in a FAQ somewhere to use Nero, dummy the files, and then use Utopia, but this results in coasters. Any help would be greatly appreciated.