File extensions are the last 3 to 5 characters at the end of the filename. They are hidden by default in Windows Explorer but you can set the options so they are shown. Open Windows Explorer. Select
Organize >
Folder and Search Options. In the new window select the
View tab and uncheck the box next to
Hide extensions for known file types.
Windows Media Player does not understand image files so if the file you downloaded is a DVD image then you will need to burn it with software that can handle disk images. I personally use and recommend
IMGBurn from our
Freeware DB.
... but until you tell us the specific file extension I cannot be sure if you have an image or what you have.