Well firstly what one are you downloading? That will help.
If you download a fixed image you extract it then when you have it extracted it right clock on daemon tools go to Virtual CD/DVD ROM. Then from there go to the top one. It will sat Device D: No Media. After that go to Mount Image and find the folder the image you downloaded is at and mount it. After that go to the shortcut and it should start the game
EDIT: If you want to talk to me on AIM my s/n is whitey6787