I have downloaded the ISO image for PCLINUXOS I have tried to extract the files with ISO Buster to a CD and end up with a list of files including "BOOT" which has subdirectory "GRUB", both of which are empty.
I believe that I should be able to boot from this CD and run this distro. alongside windows.
Any help much appreciated
TIA

An ISO file is an image file. It is an exact copy of the CD compressed into an image. To extract this image to a CD you need to use a special program to extract and burn the ISO to the CD.

Google "ISO burner" and you will find any number of free ISO burning programs. If you use Windows and have Nero, PowerToy or Easy CD Creator those programs also can burn an image from an ISO file.

See: http://www.petri.co.il/how_to_write_iso_files_to_cd.htm

Extract is an unfortunate word in the case of ISO-image files of bootable cd:s
Since the ISO is an bit by bit representation of the actual data on the cd, not like regular files, there is no extracting to do when trying to make a bootable cd from an ISO-file.

An ISO-file is burned directly to the cd, much like you put your finger print on a piece of paper. As AuroraCA mention you either use a specialized program or your regular cd-burner program. Only make sure to use the menu option where it says something like "burn cd from image.." or "burn iso-file..."

If you already have a Linux system installed, then use 'k3b' to write an ISO image to a CD or DVD.

On Windows Nero or something similar will do the same. Nero is actually also available for Linux. The whole procedure is otherwise no big deal.

When you burn it, make sure you select the correct option for burning disk images. If burnt correctly, you should see a number of files and directories on the disk. If you see something.iso on there, you got it wrong.

If this isn't too late, ImgBurn is reliable and easy to use on Windows:
http://www.imgburn.com/

...and my advice: burn it always in the "DAO"-mode and always with the slowest speed which is possible. And don't forget to check the md5-sum from the iso (you'll get it there where you've downloaded the iso) againt the the md-sum from the burned CD.