Nero uses the data contained in the MP3 tags to write the CD-Text not the filename. Your filenames could be track1, 2 etc but as long as the tags are correct it'll work fine.
If your using nero you have to enable the CD-Text option for it to burn that info. However make sure though that the audio files your trying to burn actually have the artist, album data inserted correctly. I've had a few MP3's where the track names have been Track01, Track02 etc written in the ID3 tags and therefore will burn like the if CD-Text option is enabled