You can either use that, or download Alcohol 120% which can read ISO files. You could also burn it straight onto a disc if you have Nero, or another program you can use is ISObuster, which is the one that Ive always used.
If you want to convert an .mpeg, .avi etc to a DVD format, then use WINAVI. Its not the fastest there is, but Ive never had any problems using it.