It sounds like you burned the DVD as a data disk rather than burning from
an image.

If you view the contents of the disk on another computer (or even the same one,
if it has two optical drives and you can boot from a different live CD) and the
DVD has one .iso file, that's the explantion. In that case you need to follow
the instructions with your burning application to get the contents of the .iso
written onto a DVD as an image.

I don't know anything about trying a live CD/DVD or installing Red Hat here
is, using Windows, a "how to" download Ubuntu, burn a CD/DVD or USB stick,
test drive it using Live CD/DVD or Live USB and install it.
http://www.ubuntu.com/download/ubuntu/download

If there is anything else you need answers to, and most likely there will
be, don't be afraid to ask away.

Two useful links:

https://help.ubuntu.com/community/BurningIsoHowto


pcsupport.about.com/.../burnisofile.htm

If you didn't use an special ISO file burner, the resulting CD/DVD wn't boot
from DVD drive. Try free iso burner www.freeisoburner.com and you should be ok.