Uhm, I have Nero 6, had Nero 5 and AFAIK you don't do it with Copy function. In Nero 5 there was an option in File menu. It should be "Burn image file" or something (don't know exactly, I have a Polish version here). In Nero 6 this option was moved to "Burner" menu (or something simmilar, the menu after the "View" menu). Then you choose the ISO file, set some basic parameters like burning speed and hit "Burn".
