I'm not very familiar with Nero, but I have had similar problems. What gets me, what exactly is an MP3 disk? It's a disk with MP3s on it, correct? I mean, I didn't think there were special standards or anything. Have you tried simply burning the songs as a data disk?
Also, just a thought, you don't happen to have your computer set to leave off file extensions, do you? Perhaps you're trying to import a WMA rather than a MP3?