i bought this music cd, and it also has music videos on the cd for each track, i would like to know how to create a cd like this, anyone know?

What CD is that
That's probably a mixed mode CD, that plays as audio CD, but you can see the MPEG video on your PC, right
If that's the case, just copy the MPEG files out of your CD, and burn them as VCD, if that's the format they already are.

-kwag

A mixed mode CD cotains a track in VCD mode and the rest of the disc in audio format.

Nero can handle this kind of CD but I never tried it.