Windows XP has reasonably good, if basic, CD burning support, but one thing it conspicuously cannot do is burn ISO images. ISO Recorder fixes that. It's an extension for Windows that adds native ISO image burning support. If you're running SP2 it'll also let you create ISO images and, in Vista it adds DVD ISO burning. The author also has a tool called CreateCD that'll let you burn CDs from the command line. Both are free.