The CD-Burning capability built into XP is not a feature complete CD Program. It is designed as
a "special edition" of the Roxio software that will basically allow you to burn data to a cd as a
backup.
To make bootable CDs, or copy ISO images of bootable CDs, you need to get a CD burning
app that supports creating bootable CDs as an option.
Or, as it says
Here
The integrated CD burning capabilities in Windows XP do not perform every task the third?party applications do, only the most commonly needed ones. There are still certain tasks such as full CD duplication for bootable CDs and creating CDs from images (such as an .ISO file) that will require a third?party tool. I know I?ll be installing my favorite tool, but I?m also finding it delightfully refreshing to use the integrated CD recording for most of my recording tasks.