Err...Through a bit of a clicking mishap, I accidentally ended up saving, then deleting your message before getting a good look at your username. My apologies.
Anyway, an ISO is a virtual disk, meaning that it's basically a CD stored completely as data. To use ISOs, you need a virtual drive to mount the virtual disk, like you need a CD/DVD drive to use CDs and DVDs.
Most people recommend Alcohol 120%, Daemon Tools, or in rare cases, MagicISO.
It's all a matter of right clicking, selecting "Mount", and choosing an ISO on your hard disk.
Err...Didn't want to make a useless topic, but I don't like leaving questions unanswered.