NRG is a file extension for a Nero Disc Image (look it up). What you should do is:
1. Get ISOBuster and open up the discimage in it.
2. Extract/Rip from the discimage to your hard drive.
You will then have some sort of video file/folder structure. What kind will depend, you don't know until you've done those 1st 2 things.
Then get back to us if you're unsure of how to proceed from there...
Scott