Clean Exit Guides
For Windows 7 and up you can right click the .iso image and select burn. You will need to have a blank CD or DVD in your disk drive to burn the image to (the CleanExit file is 15.4MB).
If you are using an older version of Windows you will need to use a third party application to help burn the ISO image to a CD or DVD such as InfraRecorder (which is free). You will need to follow the steps within the third party application you have selected to complete the process.
After creating the CD/DVD you will need to boot into the BIOS of your machine and change the boot order to boot from the optical drive (make sure to save these settings) and boot again.