If any CBZ file works on your nook, then any & all CBR files (unless the file is just flat-out broken & won't work anywhere, even on programs that normally handle CBRs fine) can be converted to fully functional CBZ files, it's just that some of them might require some additional editing. As has been brought up here, some readers can't handle subfolders within the CBZ/R file. Since scanners often stick the pages of the comic within a folder, within the file (and sometimes within a folder within a folder within the file), this causes problems.
When you run into a file you converted which doesn't work, open it up in your archiving program, and compare it with one that does. You will no doubt see something different about the folder structure. Just alter your converted one so that it matches the working one.
CBR files are just RAR files renamed, and CBZ files are just ZIP files renamed (unless someone was careless & renamed all their files to one or the other, regardless of actual format, or if someone tried to "convert" a file from CBR to CBZ by merely renaming it). All RAR files can be read by any program that can read any RAR files, and all ZIP files can be read by any program which can read any ZIP files. If a particular file isn't working, then the problem is bound to be with the files within the archive. In addition to the folder structure issue, one thing which has been known to cause problems with CBZ/R files is when they were created on a mac, and the person included the ds_store file. I don't know if that's the problem here, but it's worth checking.
You could also try the freeware program calibre to convert your files (it has a windows version and a mac version, probably a *nix one too). It doesn't convert to CBZ as far as I know, but it does convert to a nook compatible format (it even has nook presets in it's options panel), and it can convert from CBZ, CBR, and countless other formats.
