How to burn data to a CD?

Alright, i downloaded the Diablo 2 version with Expansion (i downloaded because mine 2 cd’s broke) but i got a question, whenever i try to install it it asks for the installation cd to put in the driver, so i have to burn it. I didnt tried to burn it yet i dont know if you have to select special options or something, i use nero6 is that ok to use? Just make a data-cd or something from the file map where everything is stored?

Thanks if you have an answer!