Here is a thread that might help if you are buring from a windows install.
 
If you are already useing another linux distro you should use K3b. Go to tools/cd/burn cd image, and select the iso's name under "image to burn".

I think this thread is more directly applicable.
 
The ".md5" file you downloaded is what you use to ensure the ".iso" file is not
corrupted in any way and is the whole file with nothing missing.
 
One small error in the ".iso" download can render it useless.
So be sure to verify the image before you burn it.
 
In the 'Helpful Stuff' section of LinuxISO.org you'll find some step-by-step
instructions for popular CD burning software.
 
If you need additional help, then just post your question here.
 
 

What's nice about k3b, is when you have it available to you, the newer versions will automatically check the validity of the iso for you and show the md5sum results. This way you can compare it to the value given by K3b with the md5 sum number in that file, before you burn the iso to a cdr or cdrw. If they match, you have a good downloaded iso file.

The md5 file itself does not play a part in burning the iso to a cd.It just contains the md5 checksum value that you double-check with to verify the ISO's validity.