what OS? Windows 7 comes with ability to burn iso files by right clicking or double clicking the file. Otherwise, Active ISO Burner looks good. I"ve never used it, but it has gotten decent reviews on cnet.
What a perfect opportunity to hijack this thread and ask this: Why doesn't this DVD I've made work on the DVD player? It was a .WMV file...created in Movie Maker, yet can't be read on the player. Might be the DVD player itself, but it's unbelievably frustrating. Usually I would create a DVD in ConvertXtoDVD, but that kept on crashing (which is actually a program I'd recommend to anyone, OP included, but burning the ISO should be a built in function on Windows 7).