I haven't purchased it through DigitalRiver yet, but wouldn't it have just been a matter of running the .exe file and it creates the iso for you? Then you'll have to burn it or mount it afterwards.

Ironically enough, if you're on a computer with Windows 7 and you download it, you don't need a program to burn the iso.. They included one in the OS (and it's actually quite decent, IMHO. It's probably just their dvdburn and cdburn that are in the Windows SDK's)

Have a great day