Downloading the Image
In order to download the CD image, right-click the image below and select "Save As..." or "Save Link As..." or "Download Linked File..." to save it to your hard disk:
If you have no right mouse button, then hold down the Ctrl key and click instead of right-click.
Burning the Image to CD
After you have downloaded the ISO image, you need to burn it to a CD. It is a disk image, so you burn it differently than if you had a file or collection of files you wanted to give to someone on a CD.
Windows:
If your computer runs Microsoft Windows, then this article gives some helpful information on how to burn an ISO image to a CD.
Mac OS:
If your computer is an Apple Mac, running Mac OS, then this article hopefully provides all the information you need. Alternatively, once it finishes downloading, simply right-click (or ctrl-click) it, go to "Open With", and choose "Burn".
Linux:
There's any number of ways, including on the command line using cdrecord or using a GUI application like k3b. Perhaps this tutorial, or this, or this.