Nero 6 should be able to. It might depend on on the flie format of the dmg, is it UDF (as in DVD video) or is it a Mac disk image created via Disk Utility?
From my understanding of what you want to do, I gather that you want to burn a .dmg file as data to the CD. I gather that you don't want to create a real CD from the disk image. I base my understanding on the fact that the contents of the .dmg are too big to fit on a CD. At any rate, you should just burn the .dmg file as you would burn any other data file. Unless you use some obscure format on your CD, the Mac will have no trouble with it.