If you have downloaded Linux ISO cds or other ISO format software and would like to burn ISO images to a CD using Windows XP, you must get special CD burning software.
Windows does not provide any in build software to burn ISO images to a CD.
When you purchase a CD Writer, you get burning software with your product. For example Nero CD burning software. You can order the same software or download trial version from Internet
Download Nero Burn (I am dam sure you will love to purchase software after trial)
Install Nero Burn, double click on ISO image, and just click on Burn.