yeah, right click on it and choose _save link target as..._ . make sure that you burn it in the right manner on a cd--that is NOT like a usual file!
in easy cd creator, choose file -> burn cd out of an iso-image -> browse it, but look for *.iso files, not for *.cif or so.
in nero, choose the same options or let it the wizard suggest to you.
the iso will get useless, when you just burn it without choosing the iso-option in the burning software. it will get useless as well, when you download it with mozilla and shutdown the download when the download manager tells you _00:00_ for remaining time. it has to show _finished_ instead, this is the end of the download. under windows xp, mkozilla might hang a minute or so after downloading while showing that _00:00_, so donīt worry, shut down every other apps before the download reaches _00:00_ and just wait until it has finished.
ps the brave must win--and the brave is red!