Burn button in Nero would be disabled if it doesn't locate any burner. Thats why you are able to burn files on hard disk and not burner.
One of the possible thing comming to my mind is that you should check the connection of the burner with the system. Maybe the connection is loose, the system is not recoganizing that it has a burner attached.
Second is that you have appropriate driver instatlled to run the burner. Check in device manager. Even if it is installed may be its corrupted. Just check these things and let us know.