a nero .nrg file is an image file, normally when you copy or backup something in nero it creates an image file.
It sounds to me that you are not set up correctly. To write the pics to a cd (I'm assuming they are .jpg) you need to be writing a data disk. It would be a bit difficult to go through it here. I would suggest (not being rude) to read the help files it explains it well in there.
If you write all the pics in one go then it will be a single session disk and not a multi session. I'd stick to single session to start with.