You shouldn't (and shouldn't need to) uncompress it. The iso is an image of exactly what (and exactly all that) needs to go on the CD.

Good instructions here:

http://www.linuxiso.org/viewdoc.php/howtoburn.html

alternatively, valhalla has far better iso tools than Windoze.

cd to the directory where the iso is and do:

cdrecord -scanbus

mine outputs:

scsibus0:
0,0,0 0) 'HL-DT-ST' 'RW/DVD GCC-4120B' '2.01' Removable CD-ROM

(which is obviously the device I need, but the number may be different on your system)

then pop in medium and do:

cdrecord dev=0,0,0 -v knoppixWhatEver.iso

that's it.