check out this link, quite interesting, talks about .mdf http://www.filext.com/detaillist.php?extdetail=mdf&Submit2=Go!
I followed the link to alochol-software (the burning program you are looking for i think) and it seems theyve gone bust or claim to be back soon.
What is it you are trying to put on cd? you might have to do it some other way unless you can find some kind of cd burning software called "alcohol" ? lol