I always make my menu myself (within Nero, of course). I always make sure the video is in good working order before I attempt to burn it, in exactly the way you suggested: skimming through it in WMP.
Haha, in any case, I just restarted the computer and started the burn process all over again. Worked out fine. :)
Anywho. Is the video in a weird format? Are you able to watch it on your computer (not that you should watch it on your computer, just scroll through it quickly and make sure that it's all functional video)?
Lastly, if there's any other details in the error message other than unknown error (unlikely), please post that. And it's possible that you would be better off getting help for this kind of problem in a place like this.
P.S. you may want to try reinstalling/repairing nero in case something got corrupt?