If you boot up your system, insert the CD into the drive and look at it with Explorer, can you see the ".ISO" file that you burned?
If you CAN, then you've done it WRONG.
Rather than simply copying the ISO file onto CD as it's own file, you need to use the "image burn" function of your burning software. In my copy of Nero Express Essentials, there's an "Image, Project, Copy" option in the left pane of the startup window that you'd have to use.
If that's not the issue, then another possible problem is that you didn't finalize the disk. You have to do the burn as a "final" burn, one that doesn't allow anything else to be added to the disk at a later time.
I burned it, don't worry. I'm talking about a new build that I just finished building. I haven't even installed the OS yet.