Duracell said:
Burnatonce needs a cue (though, of course, you could write your own).
Fireburner will burn a bin without cue (doesn't like it much but will do it) and both discjuggler and nero will do it if burn as a "foreign" image format.
Burnt image should work fine so long as it was an image of a single data track cd; won't work if cd was multi-tracked (i.e. data track followed by one or more audio tracks). However, since very few game cds are multi-tracked these days, you shouldn't have a problem.