IM CONFUSED WHEN BURNING (ARG!)

What you need to do is get cdrwin. Click the top very left box (record disc) and a window should pop up. Click load cuesheet. Make sure you have the bin and the cue file in the same folder.
That is all you have to do. Then click record disc.

If you get a game with a cdi file (which most of them are) then you are probably screwed because discjuggler is the worst cd burning program ever made and it sucks ass.