No. An ISO image can be burned to a CD-R, CD-RW, or even
writable DVDs (DVD-R, DVD+R, DVD-RW, DVD+RW).
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If you are told that something was "burned into you memory," it
means that you can vividly recall and event or image. For many
people, the face of their mother or their childhood phone number is
burned into their memories.
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Change the destination (drive) to which the data will be burned.
Changing to an "Image Drive" will prompt you to save the image as a
file.
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Elvis Presley
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It is a CD image. ISO is usually downloaded and burned to a CD
to create your own install CD