Welcome to LQ
When you look at the contents of the CD, what do you see?
If it's a bunch of files and directories, then you probably want to redownload it and this time check against the md5 sums ( www.md5summer.com
) to make sure it downloaded completely.
If it's a single file, you are likely not burning it correctly. That's an image file, and consult your burning software for information on how to burn an image to a CD.
*Note: It's not the same as burning "DATA" or "AUDIO" to the CD.