All ISO Linux distributions can easily burned on a media with most burning softwares.
The easiest way, in my opinion, is using ImgBurn. Simply select the “[B]Write[/B]” mode, load the ISo file, insert a media in the burner, and press the start button. That’s all 
BTW, for what I know, there are no distributions so large to require a DL disc. Just for curiosity: what distribution are you using? 