It sounds like you just burned the iso to a cd the regular way. Let me take a couple of steps back and help you out.
A livecd is a cd that has an iso, or an image of an OS on it. This image contains all the important information on installing a Linux or Unix OS. Also on this image is the inforamation to run the OS from just the cd alone. Similar to running it from just ram. In order to burn a livecd you need a burning program that will burn iso file. There is a great one at CDburnerXP
. This is similar to Roxio except it is free.
Once you have a livecd created then I would recommend that you follow this guide
. Ii has very good directions, and a link to a site that has screenshots, too.