Sounds to me like the disk did not burn, or that it burned the .iso file. Go to Windows Explorer, click on D:, go to the top, click Tools -> Folder Options -> View. Now, make sure that "Hide file extensions for known file types" (about 5 or so from the top of the list) is unchecked. Click Apply, then OK. Now look at the file in D: Does is now show a (.iso) extension on that one file name? If so, you merely burned a copy of the ISO file onto your disk, which will not boot, and will not help you one bit. (For comparison, I just looked at my 06-06 version of Knoppix 3.2 in Windows Explorer, and it shows to have 5 folders and four files). If you only have the one file with the ISO extension, then take a look at the first two paragraphs of the post I left earlier today.

While you're at it, please tell us what kind of computer you are using and what version of Windows. This will help us to help you if you have trouble booting once the CD is correctly burned.