When you download an ISO (other files too), the site you d/l from will usually list an md5 sum with the file too. If you look at the md5 file, it's a very long alpha-numeric string that looks kinda like this:
What you want to do is check that the md5 of the file you d/l matches the one listed on the site where you got it. In Linux this is very easy. You just type at a console md5sum filename
(in your case the ISO) and it will spit out the string for the file. In Windows you can download a little program from http://www.md5summer.org/
and check it that way.
This all may seem like a relatively small and pointless step, but when you're spending the time downloading a 600-700 MB file (or two or three of them) and burning to CD, it's a pain in the butt to end up with three useless coasters due to corrupted ISOs.
Hope that helps. Good luck.