How to burn a gameshark cdx- DC

Hi, i am a really new guy here so dont know nething about burning DC games, CAn anyone please help me how to burn a gameshark cdx. I have downloaded the following files: e-gscdx.001, e-gscdx.sfv, e-gscdx.nfo, Which file is the one to burn ? What software should I use? and what are the steps in burning the files? Please, I really need help, Thank u in advance , cheers