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. :)