I'm assuming that you are trying to boot a .iso file.
You need to turn this into a bootable cd. Go here
and read up on how to do it.
Incidentally, unless you specify a seperate partition to install to, it will overwrite w2k.
And this is a Fedora/Linux-General question, and as such doesn't belong in the LFS forum (LFS is a different distro type) so a mod will probably move it.