if you burn the cue file, the cue file will go and look for the bin files and puts them in the right place on the disk so you can have music and data.
if you just burn the bin file on its own you will only get the game data. the cue file is like the index and tells the cd where all the data and music is.
cue file, open it up with Notepad, and paste the following in it: FILE 'GAME NAME US.bin' BINARY TRACK 01 MODE1/2352 INDEX 01 00:00:00 Replace GAME NAME US.bin with whatever your game's file name is, but keep the quotation marks.