Backups of discs that aren't copy protected? Just select "Copy entire disc" from the first screen. Backups of discs that are copy protected? Can't be done with Nero alone. You need to use Alcohol 120%, BlindWrite, etc.
I'm not denigrating the great people at CDRLabs, but if you are looking for help on copying copy-protected discs, club.cdfreaks.com
is a better resource. (In my opinion. Sorry Ian, no hard feelings I hope!