Other than burning them , u can either extract the files from the iso via apps like iso buster , magic iso etc and run linux installation from hard disk drive itself . Else u can run installation directly from the iso itself . which distro u got anyway ? if ur new to linux , burning and learning is the best way . if u wanna try alternative ways and have fun too , try above steps . this might help
*www.thinkdigit.com/forum/viewtopic.php?t=14097