If you chose the "Audio CD" disk type in Nero and not any other type such as
"CD-ROM (ISO)" and it didn't work, then your CD player probably wasn't built to
read from CD-R or CD-RW disks.

Try playing that disk in several other players, to see if it works anywhere.
Also, when you put it in your computer's drive, do you see MP3s or .CDA files?