The first thing to do before you try to burn any .iso file is to do an md5sum check, to verify you have a good download. For puppy 431, this is what it the check should be.
ISO 1 pup-431.iso
(2421 downloads) 561c83156b4dae5da0b6135b53d8c421
In wondows to do the check, see this link.
If the sum generated from the file matches the above, then you have a good download.
There are other choices for burning .iso files in windows. I have never used the program you posted.
Good media is essential. Do you know your burner works???