There are many options available. It all depends on what you need to accomplish . For a windows machine these days you probably just want to boot from the windows CD. If you want to test your computer hardware. To narrow down the trouble a linux live cd may be a good idea.

There are Gentoo Live cds you can download and burn. You may also want to go with Suse or Ubuntu. Both are good operating systems and have live cds that you can use to boot into a fully functional operating system. For Suse visit http://software.opensuse.org/ .

There are a bunch of free programs out there for burning ISO files to CD. You do not need burning software on your computer. Just a CD or DVD burner. They even have something under the utilities section on http://www.bootdisk.com . This site has all the old windows boot disks and a bunch of other use full programs.