To burn an bootable iso file to disk you will need to extract the files out of the iso and burn to disk, or burn the iso as an image, if you cannot get an option to burn an image in sonic what you can do is.
Download Daemon tools, Install the program and mount your iso file on an emulated drive that Daemon will create for you.
Go into this drive and you will see all the files that are inside the ISO.
Copy these files to some part of your drive, (these are like the extracted files), and then burn them to disk.
What the problem probably was, was that as you burnt the ISO to disk it was burning the files as compressed files, therefore not allowing your system to boot from them.
If you put these extracted files onto disk (Or burn the ISO as an image) your system will then be able to see inside the ISO, and get to the extracted files, then it will know what part to boot from and will allow setup to run
