Untangle ISO file would not boot

I downloaded both the 32 bit and 64 bit untangle 9.4 and have burned them onto a blank media. Both times when it boots up it keeps asking to insert a boot media.

Files was downloaded off the Untangle website.

I tried checking the media on windows and the files are on.. Not sure what I should do. My machine specs are as follows:

LG Slim Portable DVD Writer GP50 Model
Intel Atom D525 Mini-ITX
4GB memory
320GB hdd

Any insights will be appreciated.

Thanks!