The most common error that I see is people not reading the directions and just dropping an .iso file onto a DVD or CD. You can't do it that way. If you open your CD or DVD on your computer and see one file called <something>.iso, you've done it wrong. Your error report was not very useful, but if your DVD doesn't boot at all, that's a sure indication that you've burned it wrong.
As the previous poster suggested, you should first verify your download with an MD5 sum checker to see if your download went correctly.
An ISO file is a special image which has special information about the exact layout of all the files on the disc. You need to burn the CD/DVD in a special way to reproduce this structure and make it bootable. In a Windows program like Nero, you have to choose something like "burn CD from image" and select the ISO file as the image file.
This page has a list of (somewhat outdated) methods of correctly burning a CD/DVD from an ISO image: