Actually, i dont think the actual video is a bin or cue file. If im understanding this right , you have a video and its a cur or bin file. Well all you have to do is use isobuster to extract the files and then it should be a windows media file.
Well, to extract it which is very easy. Just download isobuster it can open almost any file you throw at it. Ok here is a screen shot i have a bin file on the right drag it to isobuster then simply all you do is hit ctr a, to select all the files and drag to ur desktop a new folder is made with the extracted objects. Hope that helps man..
If u don't want to burn them to a cd u could just get daemon tools and then mount the .cue file. Then it will appear to the computer as u would have put a cd (which contains the movie) inside the cd/dvd drive and u can watch it.
This way u don't need to burn it, instead u just keep them on the hdd.