The big advantage of Nero over Microsoft is that with Nero you will be able to copy a wav cd and Nero will go and get the songs and album title on the next.
Also Nero inspects your mp3 files before burning them and will also acess a database to get the song titles. And Nero does a lot that WMP cannot even come close.
......as for the power supply question, better buy it before you don't find them anymore.