Ok,I did it too !

Ok so I downloaded a linux distribution, called Knoppix, which now resides on the desktop but would like a bit of guidance before proceeding further. I am under the impression that this 3.2 gb,is an iso image, that allows me to run linux from a dvd and not permanately install, or partition for it.I do not have a dvd burner yet but do have nero software to burn an iso.Plan to get burner soon. Any Comments or suggetions before I proceed further would be appreciated.