The easiest way I found to do this is to use TransMac. You can use it to open .DMG files from within Windows and also use it to burn to a CD/DVD – no need for Nero or any format conversion. They also (currently) offer a fully-functional free trial!
Hopefully this might help someone else. :)
Tim is British and lives in the United States with his wife and kids.
He works for software developers Image Space Inc. and Studio 397 on their racing simulations, and is a fan of Gaming, Motorsports, and photography.