You need to burn the ISO file properly. Sounds like you tried to make this CD bootable with an option in your software, this is wrong. Just burning the file to CD does nothing. You need to select "Burn Image file to CD" in your burning software. An ISO image needs to be processed properly by your burning software, pretty much all burning software has the option to burn ISO's. ISO's are an exact image of CD, so when they are burned properly the booting information, etc. will be placed on the CD.
Check out these instructions, they are for CD Burner XP Pro, but they should help provide you with an idea of what you need to be looking for in your software: