Do you have your bios configured to boot up from cdroms?
Hit f12, f1, del or whatever buttons takes you to your bios setup screen. Goto advance bios configuration and change the order from there. Instructions depend on your motherboard. It should be in the your computer manual somewhere. However most new computers do come preconfigured to boot from cd, so your problem is more likely that you burned a bad disc. Fedora discs are burned using iso660 basically meaning, that regardless you should be able to atleast open up the disc atleast see some folders. Sounds like you either have a bad burner, or lack a decent burning program.
Try this program for windows.
Its very reliable and its free. Make sure you burn at 8x or lower. Using max speed can sometimes cause problems for install discs.(this is just for bootable discs, go ahead and use max speed for everything else.)
If the link/mirror is down try the main site http://www.imgburn.com/