There are two ways of downloading suse.
The first way is to download the iso image from
click on the link at the bottom of the page that says "Download SUSE LINUX Personal CD here".
The other way is to download the via ftp. You have to download the boot.iso file found here
Both these files are called iso files and are basically the contents of a CD put into one file so that they can be transferred easity.
You now have to burn this file onto a CD. Many burning programs have the ability to burn iso files. In nero the selection will be "burn iso image" or something similar.
You then select the iso file you downloaded and insert a blank CD then click the burn button. This will extract all the files from the iso image and create a bootable CD. You then have to reboot your computer with the CD in the drive and you will be taked to the SUSE installation screen.
NOTE: do not simply burn the iso onto the CD. This will do nothing. The way to see if you have in fact burnt the image is to look in the CD drive when you have compteted buring the image and check that there are many files on the cd instead of just the boot.iso file. In fact the boot.iso file should not be there at all.