Glad to hear you are not taking the option in Nero to "make the disk bootable". People who do and then let Nero add a default OS to the disc end up running DR-DOS (thus the prompt).

Not sure about clicking on an ISO to burn it, I've never let Nero own the ISO extension (usually that belongs to IsoBuster, or on some systems even VLC). It might work, but to be safe I suggest using the "burn image" menu option. Nero has moved it in different versions, but look under the "recorder" menu item. And use the full real Nero, not that quick start nonsense for dummies. And read the FAQ, things like checking the md5 checksum and burning slow are really important. If you still have problems, play around with that command prompt and see if it is Linux or something else. If it is Linux then I expect you are seeing the boot options and the boot info (including one or more penguins), but I really can't tell from just the mention of a command prompt what you are doing.