First you have to download Alcohol 120% onto your system here: http://www.alcohol-soft.com/
Next get the file you need to mount, (the mdf and mds files)
After, install the software.
It is trial version but the only thing is it makes you wait 10 seconds before you can use the program. Nothing big.
Connect a DVD/CDR writer
Drag the mdf or mds file onto Alcohol 120%. There you should see the file in the big blank space.
Right click the file and then click "Image Burning Wizard"
Next set the settings you want and find the writer in the "Writer:" drop down menu.
Click a couple next, next, next and it should start :)
After it burns, click finish, and use your CD as you would. :)

Comments
I have been searching for a
I have been searching for a simple and fast guide on how to do this, and you simply just delivered it. THANKS
-Cake
Hello Caked. Thanks, I was
Hello Caked.
Thanks, I was trying to mount The Sims 2: Apartment Life, but finally figured it out. lol
-Denis
Just rename MDS to ISO
Hi guys.
Easiest way to mount/burn/edit/so on MDS file is just rename its extention to ISO.
Then just do 'mount -t cd9660 /dev/acd0c /mnt/cd' if you are BSD geek :). And any windows burner will help you.