PITA Newby question about iso files

Hi all, after several months struggling I have thankfully found a site that i maybe able to get an answer to my iso file queries

Running windows xp

If I download an application from a p2p site and it is in iso file format, how do i run it (unpack it, unzip it) whatever you might do with it I don't know what or how???

For instance, have downloaded a piece of software but don't know how to install said software on computer, it won't just unzip like a zip file?? Have done similar with zip files which you just unzip and then find the .exe file.
I'm sure your sick of ppl like me asking dumb questions like this but please can someone put me out of my several months misery
Thanks
Tel

Have a look here http://www.wizardskeep.org/mainhall/tutor/neroiso.html
for burning iso's,what you do is burn it to disc then run it from the disc.

Alternatively you could install a a virtual DVD drive, something like Daemon Tools, there are others with advantages and disadvantages.

Then you can mount the image as a virtual drive and treat it as if you had burnt the disk and loaded it.

where u from portugal?