1. Did you purchase this copy of XP? Since you say you downloaded it i would have to say no. Which makes this convo illegal and against forum rules.
2. ISO burners are applications like Alcohol 120% and Nero
3. I dont think Macs have this kind of software cause you dont use ISO images you use .dmg files or something like that.
4. No you cant jsut burn the file. If it is a ISO that wont do nuthing but put the ISO on a disc which isnt bootable or able to install XP from. You need to use a applicaiton like Alcohol 120% or Nero to basically extract the info from the ISO and burn that to CD.
With that said this will probably be locked and closed.