Live CD or Live USB Stick

Depending on what OS you are using, you have to look for a program that burns ISO images to CDs and USBs.

There is one program that can be using on both MacOS, Windows and Linux: Netbootin

http://unetbootin.sourceforge.net/

Look at the works used in describing the program, creating a bootable live CD or USB.

Windows has its own iso burner called Windows disc image burner.

http://windows.microsoft.com/en-us/windows7/burn-a-cd-or-dvd-from-an-iso-file

Here is one for burning ISOs to USBs under windows 7.
http://www.microsoft.com/en-us/download/windows-usb-dvd-download-tool?err=t5

When trying to create a LiveCD (Linux and unix has most of these) using keywords like , "burning an ISO file to CD/DVD or USB, creating a bootable CD/DVD or USB using linux or windows".

This should really help move things along.

https://help.ubuntu.com/community/BurningIsoHowto