You need to use windows “burn image” options or to use some third party software to burn ISO.
You may use Free ISO Burner.
http://www.freeisoburner.com/
MHDD will be downloaded as image file. You need to burn that image file on disk as bootable disk. Job will do tool above.
How to boot from CD? In BIOS you need to set “First Boot Device” to be your CD/DVD ROM device, not Hard Disk.
More info:
http://www.hiren.info/pages/bios-boot-cdrom