another way is as follows - may not be as easy as stir-fry's suggestion but this way you don't have to manually decide where one track starts another finishes.
1. search for a cue file for whatever you're trying to burn here :
http://www.regeert.nl/cuesheet/
2. sometimes you may need to adjust the cue file slightly so it corresponds with the file you're trying to burn. open the cue file in notepad (right click -> open with) and make sure the file line says the same file name as the mp3 file
3. in nero, go to burn image and select the cue file...done