When you boot from that cd it will make some configuration to run on your PC. This will take it's time [not so long]. You can save this configs to your Windows partition C: so on your next boot from cd it will load this and start faster. You can disable this option but it will make no changes to your Windows or other programs so you can leave them. That are just 2 little files in your C:
You don't have to reburn or make something else, if it's finding the config files on your system it's ok, if not it will configure again. that's all
You just have to download the image from the i-net, burn it with Nero [for example] and restart your PC with "boot from cd-rom" option in BIOS.
Enjoy it!
Boby