First, I assume you can boot SOMETHING from your CD drive, can you? Have you checked?
Just because the BIOS allows a boot from your CD drive does not necessarily mean it can be done. Your CD drive has to support it as well.
Ok, assuming that your CD drive supports that, then it depends on what sort of ISO you are burning. An ISO file is simply an image, it may not be bootable.
SuSE Linux, for example, has a bootable ISO image you can download to check this. It is not a large file, so if you have an extra blank CDR and want to download it to check, it can be found here:
Hope that helps.