Hmmm.. I thought Nero was the free one.
Maybe I'm thinking of CDRtools.
Here is a link to a front-end for it; the "full installer" comes bundled with the CDRtools programs themselves, so that's all you need to get going.
I'm not sure how well it works, but it does support burning ISO files.
Of course, if you already have some flavor of Linux up and running, you can mount an ISO image just like a hard drive. Something like
mount -t iso9660 psyche-i386-disc1.iso /mnt/iso/ should work. Then you can copy 'em to a Windows box or whatever.