And make sure you do not set any "bootable" options because ISO image you are burning is already bootable.

Here is another possibility. You mention trying to run linux from within vista. You can install ubuntu within windows, then open it and run it like any other windows application using wubi:

http://wubi-installer.org/

If you use ubuntu and then find that you like it and want to install it on its own partition on the hard drive, you can use unetbotin to do this:

http://unetbootin.sourceforge.net/

Neither of these options requires that you boot the computer using a CD. You open them in windows, just like any other windows application.