A common mistake is just burning the ISO file. If you view the contents of the CD and you do not see some directories or files then you will need to create another CD.
Accessing the BIOS setup screen varies between PC's and motherboards. The common methods are pressing the DEL, F1,F2 or F12 key during POST. Some early DELL models are ctrl-enter(or something similar). Most POSTs will display a message during the memory test on how to enter the configuration page.