Never had any problems using Easy CD Creator 4 (latest patches applied) under Windows 2000.  Wouldn't touch version 5 with a 10 foot pole, though.
When I want total control over every aspect of burning a CD, I use 
CDRWIN.  Never had much luck with Nero, but I didn't try too hard, either.  Couldn't see a reason to since I already had the other tools.