.cue and .bin files

i download something and unzipped it now i have the .cue and .bin files. what do i do with them? do they both go on the cd?

You have to burn the file with cdrwin.

Open cdrwin and load the .cue file in it, then burn

Or use FireBurner …

I got a bin image of a program which the .nfo states protected with securom, what steps do I need to make to succesfully copy it?

secuROM is a copy protection wich use digital data which is stored in subchannels.
If you use clonecd you see twee buffer bar: a mainchannel buffer and a Subchannel buffer with subchannel data.
The subchannel data is used for the storage of extra info like CD-text.
DAO-RAW 16 (disk at once with 16 bytes subchannel data) is used for secuROM. Most burners (e.g. HP 8250 and all new philips burners)are capable of read & write subchannels. So you can copy this protection without a problem.
Just make sure you source is able to read subchannel 16 and your target is also capable.
A good program to write with is clonecd (for more info use the search)