My favorite application to burn ISO images is ISO Recorder V2.  I have been using this application for a couple of years and like it because it is so simple and free (although donations are gladly accepted).  Speaking of donations ... if you really like an open source or freeware application, donate a few bucks to the author of the project it's just a cool thing to do.  Now for ISO Recorder V2.  Installation is very slick.  The download is less than half a megabyte and the install is 2 clicks.  The author of this application, Alex Feinman , considers this a Windows Powertoy which I definitely agree.  There is a version for XP and now Vista. After downloading an ISO file simply Right Click the ISO file the choose "Copy Image To CD" from the menu.  ISO Recorder starts up.  Simply choose the media and drive you want to burn the image to. There are some properties you can change such as the recording speed and the ability to erase a disc's content.

               

Progress bar while the burning is taking place.

Another successful burn.

This is a great straight forward and easy to use ISO burning program.  Happy burning!