Did you format the CD first?
You have to "format the CD as a data disk" first. Then you should be able to copy files onto it using Windows Explorer, not Nero. You should not have to finalize the CD.
Also, once you've formatted the CD, it might not work on different computers. There are different formats used by CD burning software, such as UDF format. You should try and download and install a UDF reader. That might help. If that doesn't work, try installing a MRW reader, or an HFS reader.