Yep, you probably didn't follow what I wrote. ;-)
1.) Download the thing. Unpack it. You end up with a folder called nrg2iso-0.4.
2.) Open Terminal. Type "cd " (with the space!) and drag the folder nrg2iso-0.4 to the Terminal window. Then hit enter in the Terminal.
3.) Type 'make' and hit enter. nrg2iso is now compiled and ready.
4.) In the Terminal, type "./nrg2iso " (with the space!) and drag your .nrg file to the Terminal window. Then type a space, if there isn't one already after the filename and type the name you wish the resulting file to have, for example "mymovie.iso".
5.) Hit enter and nrg2iso should do its magic. The file should end up in the nrg2iso-0.4 folder.
6.) Burn this resulting .iso file using either Disk Utility, Toast or any other capable burning software.