Some versions of Nero won't allow you to install them onto any NT4.x OS.
All you need to do is get hold of a version of Nero that is compatible with both your new DVD-Burner drive, and NT4.x.
I frequently install brand new DVD-Burners into NT4.x computers, and always use a RETAIL version of Nero 6.x, which has always been compatible with new DVD-Burners and NT4.x.
I've had partial success with OEM versions of Nero 6.x (e.g. working but with Nero startup errors).
Throwing out the brand new DVD-Burner or installing Windows XP would (both) be silly and a waste of time. Plus, Windows XP certainly cannot be considered to simply be an "upgrade" for NT4.x.