Almost any program should be able to do it; I think the software you got along your writer can do it. You are not supposed to burn the .iso file as a regular data disc (the way you usually burn data discs), but choose an option to burn an image file
to the disc; that means that you tell the writing program which image file you want to write (usually use the familiar Open File box of Windows) and then ask it to write it. The image file is, like it says, an image of the whole contents (and settings like bootable disc) of the DVD (or CD), "archived" into one single file for easy transferral. So you don't write the .iso file, but ask the writer to write the contents
of the image file.
It depends a lot of the program you use, but if you tell which program you usually use to write discs it might help. On Sony's recording application one needs to open not the data nor audio tab but the other tab which lets the user select an image file from harddisk, and then choose to burn it onto a disc (or vice versa, create an image from a disc and save it to harddisk).
You should also:
- after downloading, before burning, see if the checksum of the downloaded file matches the one given at the download site: md5sum or sha1sum for example. There are small programs (like "md5sum.exe") for download from the web to do that. This ensures the file was downloaded correctly and there are no errors in it.
- after burning, after you boot, choose from the boot menu (if it lets you) to check the disc
for defects, errors or something like that. This is possible on some distributions' discs, for example on Ubuntu and Fedora. It makes sure the disc was written correctly and there are no errors that prevent installation.
EDIT: this site might have more clues if you're unsure: