Just about any decent CD burning program can do it. Such as Nero or Roxio. You can find the instructions online just by googling something like nero build iso files .
You can also use ISO programs, such as UltraISO, WinISO etc.. But there's no reason to HAVE to use one of these if you already own Nero or a simliar burning software.
there is also a freeware CD\DVD burning program called Silent Night Micro burner that is less than 1mb and does not require installation to use. it supports building and burning ISO files. version 3.0 is freeware.