Welcome to the forums,
The *.NRG file is a proprietary
Nero Burning ROM file. It is used to create and burn ISO CD
You may need to find a utility that can extract the contents. I done a Google search on the NRG file extension and came up with MagicISO. You can read about it, and get it here: http://www.yasasoft.com/press_release/nrg_file_extractor.htm
As you found out, VS does not support that type of file. Since it is similar to and ISO, then at any rate you would need an application like Burn.now, and I'm not sure that Burn.now would recognize it.