Unfortunately, you're going to need a third-party application to do this. I don't know of too many on the Windows side (simply for the fact that I'm more of a Mac geek these days), but there's an app called Super DVD Creator that supposedly will do the job just fine. I don't believe Nero will convert the file for you, so that's probably out. Your other option is to find an app that will convert the file to a format WMP will understand so you can use it to burn the file as you usually do. You'd probably suffer some quality loss in the process, though.
jag