If nero won't see .rm files you will have to convert them to .avi files first.
There are a number of them out there. The trick will to find one for free, or one that lets you convert a whole file in trial / demo mode.
RM Converter This is the first one in a list I got back from Google when I typed in .rm converter. This one even burns them to VCD for you. Nice way to skip a step or two.
Nero would be used to make the vcd for those who already had it. But from the express version that I have on my laptop I'm guessing you would need the fuller version.
If the version you have won't do it, you can use this one for 30 days in full mode. It does everything.
Ashampoo Burning Studio 5.