Nero probably won't work, as I believe the NRG file it makes isn't a "RAW" format BIN/ISO.
For Windows, I'd use a free program called cdrdao. By going to the "XDuplicator" site you'll find a nice Windows frontend for cdrdao plus cdrdao itself.
Btw, a new psx4zaurus build is almost ready. It's faster and I'd say more compatible, though compatibility has changed on various games. Valkyrie Profile, for instance, works now.