I would have to agree with the above. You're supposed to burn the .iso file to the CD as an
image, not as a file.
When you burn the .iso as an
image, all the filesystem data within the .iso file (i.e. directories, filenames, etc.) are preserved, whereas if you burn it as a
file, you're creating a new filesystem with just the .iso file in it. All the data is still there, just locked up in the one .iso file.
A good Windows program for this (at least that I've used) is
ImgBurn. It's freeware, and (IMO) it's fairly easy to use and full-featured.
Hope this helps.