Go to C:\Programs or C:\Applications or whereever your programs get installed (doesn't have to be C: drive either)

Find a folder called Nero or Ahead (Ahead is the manufacturer) there you should find either a folder Called Nero Burning ROM or Nero Express. These are both burnprograms. (Even better if you find Nero StartSmart which is the program that combines all Nero Programs).

Make shortcuts to the .exe files in those folders and move to your desktop or media folder

Now when you press the shortcut the program should start