Hmmmm...sounds a bit shady if you ask me.

I won't ask which movie...but I'd bet money it's one that's currently out in the theatres. lol
But ya to answer your questions there will be 2 files a really big bin file and a really small cue file. In Nero go to Burn Image >> Choose the format that has the cue extension >> load the cue and burn. CDR-Win and fireburner will also do bin/cue format.