I got my plug-ins from here.

http://www.ngemu.com/psx/epsxe.php?action=plugins

As for making images with Nero. I'm not too sure as I can't stand the thing, so i've not used it that much. If it works anything like EZCD Creator then just drag the contents of the game CD to the other window which shows the new discs contents then find the option to create disc image or something along those lines.

With regards to changing to the next CD/ISO file. In ePSXe goto, File > Change Disc > Then choose either CDROM or ISO which ever one your using. Once you've done that goto, Run > Continue.