Nero
When Nero starts, cancel the wizard.
(V5) Select File -> Burn Image, navigate to your downloaded ISO and select it.
(V6 & V7) Select Recorder -> Burn image, navigate to your downloaded ISO and select it.
In the box that appears, select a write speed that you know works well with your setup, untick 'Simulate' (if ticked) and ensure that 'Finalize CD' checkbox is ticked.
Click the 'Burn' button.
Easy CD Creator (Thanks to Kieran)
Open Easy CD Creator
Go to file, then Record CD from CD image
Select ISO from the drop down file type box, borwse to the location of the Repair CD, and select it to open.
Select the method by which you wish to burn the CD (use disc at once in advanced options), ensure you have the correct burn speed for your blank disc selected and click to start.
The CD will burn and will be bootable afterwards
ISO Recorder
SO Recorder Power Toy is a UI component that allows to use CD-Recording capabilities of Windows XP to record ISO images and copy CD to CD - a piece of functionality missing in Windows XP
The ISO Recorder itself does not record CDs but instead uses existing OS features. Some of the interfaces it uses are not fully documented by Microsoft and as such are subject to change in the future.
This software works on Windows XP only . It was tested with retail build of Windows XP (Home and Professional)
This can be downloaded from the author's site
I am told that it is very easy to use.