A well-meaning person gives you a .nrg file and you will not invest in a piece of expensive bespoke software to read it. After all, you run free, open-source software and never have and never will pay for software. What to do with this stupid .nrg file?
A .nrg file is a Nero Image file which holds the image of a CD or DVD. To read it and to write it to a CD or DVD under Windows, you need to install the Nero program. It is not free.
Solution
Install the nrg2iso program, which converts a .nrg file to a .iso file. On Gentoo and its derivatives, it is done as follows:
Then run the program against the offending file to get a usable .iso file.
Mount the resulting .iso file in, say, the /mnt/image directory:
Check that image's content:
Use any of a number of free Linux programs to burn the resulting .iso file to a CD or DVD.
My favourite CD/DVD writing program? Why, K3B of course!