Did you download the right file? Becuase the VMWare version is a Zip (rar) file, but the image to use for a DVD is a .Iso file.
There is now need to burn the VMWare version to a portable media, you can use mount it in VMWare.
Grab the first now here : Downloads (<- That the Iso version)
And burn it with CloneDVD or similair.