Rename it to just .iso (delete the .exe) and then try it. People add .exe extensions so they show up in a search for apps (where .iso files are usually ignored).
Then, download either Roxio Easy CD Creator or Nero Burning Rom and burn it with one of those.
__________________ Gnutella Forever!
RIAA Never! 
...and, um...
Gwen Stefani Forever!
Moby Never! |