WinXP & Nero?

I just made a backup of WinXP (bootable) when I was burning it with Nero, and it asked me for a boot image, it would open up the search box with a file extension name already specified but the various versions of boot images I’ve downloaded do not have the same extension (mine have bin extensions). Any I selected all files and chose my Bin image then I burnt XP. It won’t boot from startup, but once I am in windows I can select the drive the disc is in and it will go into setup. Do you burn the boot image and then continue multisession then burn XP in another folder or do you do it this way.

PS: I followed an instruction website on how to do it and I also changed the registry setting.