Ok if you are using windows to burn a Linux CD/DVD burn it at the slowest speed you can. Now once you have downloaded the CD/DVD get a program called Win Check Sum. The reason i'm saying that is because if you downloaded the file as an ISO and did not use a torrent it may be corrupted (you may still be able to see the files on it but it can be corrupted). Each site that has a CD/DVD of Linux has a MD5 file that's your check sum file like this for Mint 9 i386 (4d96965a00135a00f7eb4602a8f4b0f1) once you open the Win check sum find the ISO file click on it and it will read the check sum of the CD/DVD. Next seeing how you copied the check sum off the web page paste it in the other box and click compare if the CD/DVD is good it will say it's equal sums. The reason you dont all ways need to do a check sum with torrents is torrents do a check on each chunck it sends out but it is always a good idea to check it.Here is a link to one winmd5.com

Now for burning the CD/DVD open Windows Explorer and find the ISO file. If i still remember right you can right click on the ISO and tell it to burn it with Magic ISO. Now for Nero just open it up and close the CD/DVD window you get at first, then go up to the menu and click open and find you ISO file and open that it should bring up the burn window.

Do not just copy the files from the CD/DVD to a blank CD/DVD this will not work. The CD/DVD has a boot code written to the boot sector of the CD/DVD kinda like your hard drive does so that it knows to boot when its the first device in the boot order.