First off I wanna say, an ISO is NOT necessarily a bootable CD. an ISO is simply an image of a CD typically used for copying it.
Second, boot to windows, put the CD in the drive and open the CD. What files does it list? If it lists the image, you didn't burn correctly. If it lists other stuff, it did.
If you have nero smartstart, just select the backup tab, and scroll right, you'll see an option "Burn image to disc" Otherwise open up "Nero Burning Rom" Select CD(ISO), Select the ISO tab, and hit open. Find the ISO you want to burn and proceed from there.
Burn at half maximum speed too, as it'll help prevent errors.
If you've burned it okay, double check your bios to make sure it's set to boot from CD.