I managed to burn the ISO with Nero.
It booted up fine without having to go to the set up screen. Just had to hit enter.

The load time seemed quite long.
Also my DVD - drives don't seem to register.

Is there some way I can have a save file that will enable faster startup?

At this point I just want to try play with linux before I jump into it too far and too fast.

Thanks for the pointers guys!