I had no problems whatever burning redhat's .ISOs with Nero,
and I've done it for the past several releases RH7, 8, 9,
and FC1, 2, and 3. An ISO is an ISO. Are you certain you
got the entire file, and that you used the "binary" option
of FTP?
If you've installed Nero's image drive facility, you can
try to mount those iso files using it. You can then see
what's down there, copy out any rpms you need, print off
docs, etc, all without wasting a blank CDR.