Following are instructions for burning an .iso image file to a CD or DVD, first for doing so in the Mac OS, then for Windows.
Instructions for burning .iso images in Mac also work for .dmg files.

Launch Disk Utility (Applications > Utilities).

Insert your blank DVD or CD, and select the "Burn" button on the top left of the screen.

NOTE: You will need a Dual Layer DVD to burn a copy of Snow Leopard for Mac.

Browse to the location of the .iso or .dmg file you wish to burn, Select it and click "Burn":

Select the "Burn" button to begin burning.

First, you will need to download ISO Recorder. It is available as a free download at the following link.
http://isorecorder.alexfeinman.com/isorecorder.htm

After you download and install that program, the following instructions will walk you through burning an .ISO. Make sure you have a blank disc in your Super Drive.

To use ISO Recorder in Windows, first navigate to the .ISO file in explorer.
Next, find this .ISO you want to burn right click it, and select "Copy image to CD/DVD."

Select "Next" to start burning the disc.

Wait until the disc finishes burning.

Your disc should now be completed. Click Finish to exit.