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When you download an ISO image it's best to check the hash of the file before burning it to cd. The most common form is MD5.
On a Linux system you would do;
On Windows you'll need to download an additional program to do this. Here's
an example of one, but I haven't used it so can't comment on it.
This will generate a long string of characters. You then need to compare this with the expected hash value. Most distributions list the hash values for their CDs. For example, if you were trying to download an Ubuntu CD you would compare the result to the corresponding image name on this page;
If the two strings match you know your image is good.
Of course this doesn't account for problems with your CD writer or the media being used.