Some versions of Nero don't support cue burning.

But the more recent do. Go to File>Burn Image, than load the .cue

Simple huh? ;p

Great, that is simple. I'm still learning with all the mp3 software. Thanks very much.

actually, I've never burned a cue through nero, but you can still track it! Just load the wave file and right click on it once it's in your tracklist. Go to properties and click on the index, splits tab. from there you can add splits at whatever time you want. Splits are the same as tracking the cd.