You can burn it on a disk but an easier thing to do is just use a virtual cd/dvd-rom emulator. You can either use daemon tools or alcohol 120. I prefer daemon tools which you can get here http://www.daemon-tools.cc/dtcc/download.php?mode=ViewCategory&catid=5.
After you install it, open it up, then right click on the little lighting bolt that wil appear in your toolbar. Next go virtual cd/dvd-rom - device 0 - mount image. Fine the file that you want to mount, open it up and it should start up as a normal disk.