The file you download IS an ISO file. Burn it exactly as it comes. Don't process it in any way.
If it doesn't appear to be an ISO, it's probably the way you have your PC set up (Windows defaults to suppressing filetypes unless you reverse that option. Downloading software can take possession of filetypes if you just click all the default options when you install it. That can lead to something appearing to be .RAR for instance when it's really an ISO)