the easiest way to approach a .Cdi file from what i've experienced
is using a nifty little program called cdi2nero which converts a .cdi
file over to a .nrg file which once you've picked the cdi file as source and the directory for the nrg file ,it automatically converts it to the nero image file or nrg.then you just need to fire up nero and select burn image from the first list, then select your image and burn. though some games may be too large when changed to nrg format but its certainly worth a try