Anyone have trouble writing the Avira Rescue CD?

Anyone have trouble writing the Avira Rescue CD? Is there a solution?

I also dl'd the Avira rescue CD. Instead of being in .iso form, it is
an .exe file, and when I clicked on it, it brought up a box with my CD
Burner named, and the message CD is not writeable .

I changed CD's twice and got the same message each time.

I came across a webpage that evaluated various rescue cd's and it had
one page for Avira, which included a 30 minute video about using it.

He TOO got the same message, but a couple seconds later, it changed,
and then it changed again and then he clicked Continue or something
and got his CD.

So I went back and ran it again and left it for 30 minutes waiting for
my message to change, but it never did.

Any idea what my problem is?

Thanks a lot.