I know this is really lame of me, but i have tried to find info on this subject but i have failed:

I have Sony Vaio NV190
XP Professional
Service Pack 2
Pentium 4
256 MB of RAM

I downloaded Knoppix 3.7 iso file from knopper.net
i then burned the iso file to a CD
i am now stuck with a CD that i have absolutely NO idea how to boot.
I thought it would be a simple as restarting my computer allowing it to boot, but that didnt do anything

Again, i know this is a really Newb thing to ask about, but if anyone could please help me or direct me to help that would be great.