There are many different ways to burn it. Shown below is a list of links to how to guides and/or DVD burning applications for various different operating systems:

Ubuntu

• Burning ISO How To (covers Ubuntu/Kubuntu/Xubuntu)

ArchLinux

• Burning an ISO image

FreeBSD

• Section 18.6.3 of the FreeBSD Handbook

MacOS X

• SimplyBurns

Windows

• InfraRecord (Open Source)
• ImgBurn (freeware)
• ISO Recorder (freeware)
• Active@ ISO Burner (freeware)