If you open it up in Explorer and there are no files there, it probably didn't burn right. I used to have problems with Nero where it'd say it burned successfully but there'd be nothing there when I looked. I fixed it by getting a newer version of Nero. If Nero said it succeeded, and you look at the bottom of the CD and it looks like there's been stuff written, but explorer can't read it, maybe get a new version.

Not like any of that probably applies to you. More info about your problem = good.