Need help burning the Boot Disc for DC and PSX

I already have the ISO files downloaded but they won't work in the sytems. How do I burn them, as data or as audio files? What should I use to burn them, what kinda program, will Easy CD Creator 4 work?

[robin.munro]

Never burn the *.iso file. But the *.nrg (nero) just burns 'as is' no need to fiddle with the settings