Welcome to the forum
Whenever I burn an audio CD, the tracks show up in Explorer as Track01.cda, Track02.cda etc, just as yours do, regardless of the burning software used (Nero, Burrrn, Roxio etc).
Only time I see the proper names of the tracks, is when the software I'm using to play the disc looks up the CD track listing info from an online database (CDDB, freedb etc).
Or are you referring to CD-TEXT? If that's the case, the option can be selected in Nero as long as the drive supports burning the CD-TEXT info, I believe.
As for firmware, what firmware is currently on the drive? If you're using Nero 9, DiscSpeed or InfoTool (from the Toolkit) will show you the current firmware revision.