let me guess. You are from Germany.
iso image is and image of a cd (mostly). You download the image (a single file) and then burn it in a cd, (not as a file, but as an image). To burn it, In nero go to File->Open, in the open window in the "files of type:" choose "Image Files(*.nrg;*.iso;*.cue)" and pick the file you downloaded. Then press burn button
i386 and i486 are the architecture of the CPU. Your CPU is new , so it is compatible with 386 PC, 486 PC, 586 or 686. Pick the higher they offer you, but all will work.