Nero is horribly big... will also make your comp slow. It even installs stuff that starts with your comp. I detest such software. But yes, it has loads of features... not useful if you dont use them, though.
Currently I have Ashampoo... its much, much lighter than Nero. Better still try CDBurnerXP, DeepBurner, etc. (I havent used these myself, yet). They are even lighter. Deepburner, I belive has more features and even supports overburning, etc.
Its best to burn your file in data mode... but your player must support AVI files.... and if the file is encoded in divx/xvid/etc, your player must have these codecs built-in.