I'd advise you to put the.ccd.sub and.img files in a directory and to burn that with CloneCD or Alcohol120%. I'm not sure what options you need with CloneCD, but it should be straightforward with Alcohol120% (if I remember correctly). In the burning soft, when you're asked to choose the image file to open choose the.ccd one. Also burn the cd at the slowest speed, else your PSX will have trouble reading it.