I started by downloading the Windows SDK, which had a file extension .img. After a bit of Googling I found out you can just change the extension to .iso.
Now it was time to burn it. I found out that the ISO Burning Powertoy doesn't work for DVDs. The software with the DVD drive was so hatefully bad that it was unusable.
So I searched out the burning engine from DVDDecrypter which has been split off by the developer after all the raids and legal ranglings. Now it is called ImgBurn and it was a case of choosing the ISO then hitting the big button to burn. Oh, did I mention it was freeware as well? Top notch stuff.