Hi. Is better to you download first a liveCD version. If it work fine for you, you can install it, and download the full disk later.
Then you cant install other programs from the full dvds.
When you have Linux live installed, you must install dvd+rw-tools genisoimage and wodim. Then you can burn using wodim or growisofs from console.
Or use k3b on Xwindow.
Have a nice day.