That's right...it happens when NOD tries to UnPack an exe compressed with an exe packer (like Imgburn's). It is a necessory feature as a packed exe may contain a virus. So NOD is just doing what it is supposed to do. And only after its done, it allows you to open the file.
NOD32 and Imgburn, both are great piece of softwares and both know very well how to do the thing they are supposed to do.