First off... im totally new to linux. I have no idea what meny of these things mean. But im willing to learn. Insted of giving up on things, I see them as a challange. So please do whatever you can to help me. Now...

I downloaded the KNOPPIX_V4.0.2CD-2005-09-23-EN.iso version
I never really understood .isos
I burnt the .iso to a cd.
I also extracted the .iso and burnt it to another cd like that. No luck eather way.
I saw the cd image creator thing. But that was in a different language so that was no help. Once inserted I can get to the html page with the faq's. But when I try to boot off the cd it just sayes "No boot device found, please insert system cd and press F1". Ive tried moving the files to the hard drive, and setting the boot.ini to go off that. But that did nothing... So please help! I would be very happy!