There's a special way of burning this type of file:
Using Nero
Get free trial here:
http://www.nero.com/us/index.html
Install program. After you installed Nero,
Go to Start-->All Programs-->Nero-->Nero Burning Rom.
Once opened cancel the wizard. Now goto Recorder-->Burn Image. Next browse to where the iso file is located on your computer, select open, then burn it. After it's burned you should have a autorun cd.