You have to apply a compatibility tweak, because according to various users who had the same issue, Nero 6.6 is definitely working on Windows 7. Right click the installer, then go to Properties > Compatibility. Choose Windows XP SP 3 from the list and run it. Additionally, tick the Run as Administrator box and then run it. It will show you that the program has compatibility issue, but simply press on the Run Program. If it's not working, then I am afraid a new version needs to be downloaded, or to keep it simpler, use an alternative that works "out of the box" and it's very easy to operate. For this example, download Ashampoo Burning Free.
Download the following EXE, install it, start it from the desktop, insert the CD/DVD then press DATA > Data Disc to create a disc with various files, drag and drop the files and that's it.