I have fixed my problem doing this.

# Having Both Nero Express and Nero Burning Rom.

#Open First Nero Express. Choose Data Disc And Add The Entire Folder of MyPS2. This includes Directories, ELF and SYSTEM.CNF.
#Switches to Nero Burning Rom and Choose Mode 1 and Disc At Once and Write at 16X.

I have done this because if you add files directly in Nero Burning Rom it convert all filenames to Upper Case. This Application are case-sensitive, if it burned with all files at Upper Case you wasted a disc.

Nero Express burn exactly how the file are. Switching to Burning Rom mantain the filenames correct and ready to choose modes and Burn.

I Hope this can help everyone, If did i make errors in this is because my english are very weak. But i hope everyone can understand it.

See ya Buddies!