Keith, I realize you probably know these things but since you were not specific about what you did, I will throw them out:
How did you create it in Windows? You cannot just copy the iso to the dvd. Windows 7 is the first Windows to understand burning an ISO. Before that you had to use a 3rd party application. On Windows 7 you should be able to right click on the .iso file and make the appropriate selection.
The next thing is how did you try booting from the DVD? Did you set your BIOS to boot from the CD/DVD drive before the hard drive? If not you would very likely have to press a key during boot up to enter a Boot Menu. That key differs by manufacturer but is commonly F12 (or F11, F9, F8, ESC, or TAB). On some Lenovos it is the blue Think<something> key.