OK, if you're asking what I think you're asking, then you're going the wrong way about installing the OS.
When you download a .ISO file, you need to burn it to a CD (normally). Now, you don't want to open Easy CD and simply add the ISO file to it, that'd be a CD
with an ISO file. You want to burn a CD
from an ISO file, which is a different kettle of fish entirely. With Easy CD installed, you should be able to simply double-click on the ISO file and it'll sort out all the details for you. Alternatively, open up a new Easy CD session and go the File menu. Select 'Burn CD from Image'. As per default, Easy CD will select some strange Easy CD only format... just check the drop down box, ISO file formats are available. Then, once you select the relevent file, just let it do the things for you.
The tell-tale sign of whether you've burnt the CD correctly, or not, is when you open it up in Explorer. If you see ONE file with the extension .ISO, then you've done it wrong and you've wasted a disc. If you see a load of files, directories and stuff, then you've done it correctly. But, beware, you may still have problems. Before you burn
any ISO file to a CD, you should
check the checksums (also called MD5 sums) to make sure that the file you downloaded is
identical to the one on the internet.
Now, as for viewing the contents of ISO files from within Windows... it is possible. There's a program called
ISO Buster. It's quite good, but once you've got Linux installed, you'll be able to do it natively anyway.
Hope this helps.