Tools: Get Nero 5.5+ or get the demo here.

First you have to check that your .cue-fileis correctly "configured". Open your .cue-file with a text-editor. It should look something like this

FILE "CD2.BIN" BINARY
TRACK 01 MODE2/2352
INDEX 01 00:00:00
TRACK 02 MODE2/2352
INDEX 01 00:06:12

Where it SAYS "CD2.BIN" add the full path before it, for example "D:\MOVIES\CD2.BIN"

Launch Nero.
Close the Wizard.
Select File->Burn Image
Change to All files under File Types and open the .cue file that comes with the bin file.
Be sure to select "Disc-At-Once", otherwise Nero will burn the image wrong!
Select write speed and so and last hit Write.