G. Andrew Duthie (would it just be G.? Andrew?) is talking about ISOs and how to work with them. If you dig around you may find an old XP PowerToy that will add the ability to right click on an ISO file and "burn to CD." Unfortunately they pulled, from what I'm told is an issue with data corruption. Of your ENTIRE hard drive. Not quite sure how something that takes a file and writes it to your burner can hose a HD, but download at your own risk. I don't have a link because it was pulled from MS's Powertoy's site, but I've seen rogue copies here and there.
For much of the software I get (and MCT related stuff which also comes in ISO), I'm not a big fan of writing to a CD to use. Much slower. So I use IsoBuster. Basic functionality is free which is all most people need. I just open the .img or .iso file in IsoBuster, and drag and drop the files out. Very smooth.