The downloaded files must have an iso image file. if not download vista from some other site .such as www.torrentreactor.net
There are lot of torrent sharing websites.(google torrent)
Burn the iso image directly on the cd/dvd using the the cd/dvd burner.i usually use nero or free <b>poweriso</b> tool for burning image files.
Burning the image file will create the bootable windows cd.
If you need serial key .go to website www.serials.ws:))