hey! hey! maybe i can be of help here. i thought this might be a totally useless post but maybe not
originally posted here:
http://www.bleepingcomputer.com/forums/topic42417.html#Nero does give you the option to make a bootable data disk but that isn't what you want.
if your using nero express under "what would you like to burn?" go down to "Disk Image or Saved Project" under the drop down "Files of Type;" select "Image Files: *.iso", navigate to where you have the puppy iso and burn the image to the cd. there is no need to make the cd bootable for the image will boot.
ISO is an archive that contains the the files as they appeared on the file system they've been copied from. An image. (byte for byte) if you use an iso to burn these files to the cd you'll have the file system as it originally appeared, including the boot sector. is you place the iso on the cd you'll have only a copy of an iso on cd.
Hope this helps