These programs can be used to burn CDs, DVDs, and create and mount ISOs.
ImgBurn - a lightweight CD / DVD / HD DVD / Blu-ray burning application. All Windows OS
DoISO - Creates CD and DVD ISOs..... adding the Microsoft Windows 2003 Resource Kit Tools adds burning functionality. I have successfully used on XP, can't speak for other versions.
Daemon Tools Lite - Virtual CD/DVD emulator, mount images as drives. 9.x, 2000, XP, Vista
ISO Recorder - Copy disks and burn and create CD/DVD ISOs. I really love this for how seemlessly it intergrates with Windows. XP, Vista, 7