I need help with making a cd

[Knoobix]

So I downloaded the .rar file named KNOPPIX_V3.9-2005-05-27-EN. It is 695mb. I want to run linux off of a live cd, and I want to make the cd myself. How do I go about burning this cd? Should I extract all the contents of the .rar and make it an .iso? Any help would be greatly appreciated, I'm completely new to the Linux scene, except for a live cd of an older version of Knoppix I once used. Thanks everyone.

[UnderScore]

7 Q: I downloaded a file but it is a RAR file, what do I do with it?