jdjd1118, after burning the CD, try this in your CD/DVD-Rom driver and reboot your machine. Probably the CD will launch and you can proceed with your install. What distro have you dowloaded? Depending on it, it is a very simple process.
If the CD doesn't launch, you need to configure in your BIOS setup to launch CD driver first.
Are you supposed to use a dual-boot system (with Windows, for example)?
Good luck and welcome to the Linux world!
P.S.: when posting your messages here, I encourage you to use better subjects in your messages, ok? Pls, don't take me wrong.