What version of Nero are you using; also, remember,some copyrighted CD's and DVD's will not copy and you will get that error message, or the system will just "hang". I had Nere 5.5 with updates, but ended up getting Nero 6.0 (and the updates) - believe me, you'll soon see the difference. It may be worh looking at the manual, there are two steps to shutting down the programme as a rule, it could be you're not using both.
Sometimes uninstalling the programme then re-installing it MAY make the problem go away, but not always. Quite often the main problem seems to be how good is the media you're copying onto, for instance are you tryig to copy a DVD+R to a DVD-R or something equally daft.
You may also try getting new drivers for Nero from the site, you'll not have to worry about the support from them, just go to the Downloads section and get the correct section for your software. Be careful though, Nero 6 has 4 different sections, and for something like InCD, you need three of them!
I am having endless problems shutting down Nero Burning Rom after copying DVD's. Get "program not responding' hung apps.
Nero are not much help as they just ask that I uninstall the program and reinstal does't fix