Now it appears you have done this bit...gaming_freak said:just did it and it never asks me to close it and theres no button to do it so maybe im using the wrong button in nero i just used "burn image to disk" but theres another button that says "make udf/iso cd" could it be that one instead?
Assuming you have Nero. Go to Recorder / Burn Image. Browse to locate your Linux Distro format .iso KNOPPIX_V3.9-2005-05-27-EN.iso click on this name to select it and burn it onto a CD. There is nothing hard in this.
I used the Knoppix iso as a example...
It's not called close a disk in Nero it's called finalize. Put a tick in the Finalize CD box
Now if you have done all of this correctly, the Linux cd will boot on start up. If it does not the .iso file is corrupt and you will have to download it again. Then follow all the steps to burn it again.