Paul Swanson came across this article that talks about an unsupported capability of MS that allows you to read an ISO file without having to burn to a cd.  Not sure if you ever face this, but all the downloads in MSDN pretty much come in iso format.  This will take the step out of burning the cd/dvd if you choose not to.  I am in the process of using this and it seems to work so far.  Enjoy…

http://weblogs.asp.net/pleloup/archive/2004/01/15/58918.aspx