First I would use a 3rd party burner software, the one that is my current favorite is
CD Burner XP. Completely free. Once you have it installed and a blank DVD in, start the program, and I believe under the File menu there is an option to "Burn ISO". Choose that and walk through the steps.
If you're installing the 32 bit version and want to dual boot, you will need a free partition for this, if you don't have it there is a program that allows you to resize your partition without destroying the data on it. I'll have to look it up and get back to you if you need it. Run the DVD while in XP, choose to do a Clean Install on the new partition.
So far I've had good luck with it, and I'm growing to like it more. I've installed Firefox, Visual C#, Age of Empires III, Guild Wars, Fable, Sims 2, and a few other games. I've tested AOEIII and Guild Wars so far, both run ok but I need to update my sound driver.
If you have an Nvidia graphics card you might be in trouble, Singall has one and Vista isn't working for him. Apparently MS has decided they won't support Nvidia. I have an ATI card and it's smooth sailing for me. I don't have a WoW account so I couldn't test it, but a friend of mine at work is having issues with WoW running on Vista, although I'm not sure what they are.