Active@ ISO Burner
A single file containing the archived contents of a CD or DVD is called an ISO image. There are several freebie utilities that can burn ISO images in Windows XP or Vista (and with more options than you'll get in Windows 7). Active@ ISO Burner is a good one. ISOBuster does the job, too, and I'm partial to ISO Recorder.
Note: This link takes you to the vendor's site, where you can download the latest version of the software.