This is one of the most common mistakes that folks make burning iso images. You do not burn it as a data file, rather, you burn an iso image. How to do so depends on what burning software that you are using. A good start is to look
here.
Burning an iso image should be done at a slow speed, not the fastest rate of the burner. It is usually good to burn them at 2X or 4X speed. Of course, this depends on the burner rating.
You will need to burn the image correctly, then use your dvd drive to boot the image. Burning the iso as an image makes the dvd bootable, unlike just burning it as a data disk.
Extracting the image will not work as well, as then burning the extracted files as data do not make the dvd disk bootable.