An ISO file is an 'image' of a CD, i.e. it contains an entire CD's file system and data, much like how a Zip archive retains the directory structure and data of the source. In order to access access the contents of an ISO file, you must either first burn the image as a CD (using your recording software's 'Burn Image' tool) or use a utility to extract the contents or map the ISO as a virtual CD drive (e.g. using Nero ImageDrive). The following steps applies to any ISO file:
To burn the image to CD:
Nero - As most people have Nero 6 Express, these steps apply for this tool: Launch Nero. If a 'New Compilation' dialogue appears, click on 'Nero Express'. Click on 'Disc Image or Saved Project". Browse to where your ISO file is, select this ISO and click 'Open'. Insert a blank CD-R or CD-RW and click 'Next'.
Roxio - Launch Creator Classic. Click the File Menu and select "Burn From Disc Image File..." Browse to where your ISO is located, select the ISO file and click 'Open'. Insert a blank CD-R or CD-RW and click 'Burn'.
Others - Have a look for a 'Burn Image File' or other option like this either on the file menu or another drop-down menu and follow the on-screen steps.
Once the CD finishes burning, you should be able to play the game from the CD.
To open/map the image as a virtual CD-ROM drive:
Nero - Launch 'Nero ImageDrive'. Tick 'Enable Drive' for the first drive. If any dialogues appear, follow the on-screen steps to install the virtual image drive driver. Tick the 'First drive' tab and click '...' Browse to where your ISO is located, select the ISO file and click 'Open'.
Roxio - Launch "Disc Image Loader". Click the 'Add...', browse to where your ISO is located, select the ISO file and click 'Open'. Click 'New...' in the "Emulated Drive List". Choose the option whether you wish to use the next available drive letter or the option to choose your own drive letter to map this image to. Click 'Ok'. Finally, click 'Load'.
Once you map the image as a virtual CD-ROM drive, you can access the contents by going into the virtual CD-ROM drive within 'My Computer'. You will need to unmap this drive letter if you decide to move, rename or delete the ISO file. I have caused by PC to crash with a Blue Screen Of Death when I had an image file on an external hard drive mapped in Nero ImageDrive and then unplugged the external hard drive later.
As I received a report that this may be a pirated game ISO (as you don't mention what game is in the ISO you're trying to open), this thread has been closed.