SRS..you download the ISO...then you burn the ISO to a CD as an image. It is important to find that option in Nero...or whatever you use to burn.
Then, you put the burned CD in and restart and it 'should' boot into Linux.

here is the link for Knoppix, which I got.


and for the DVD just in case..*grin* (they have a HUGE amount of files on the DVD)

I may just try the KDE OpenSuse Jon mentions...just to see.