An .ISO is an image file of a cd or dvd, which is just an uncompressed single directory of all the files on the cd or dvd, in exact order.
An .BIN file is a "binary" file, or a raw data file image. It is nearly always needs to be accompanied by a second file, ie. a .CUE file which is the information file that tells the computer how to recompile it.
An .MDF file is similar to the above two, but is associated in most cased to a program called Alcohol 120% (used for ripping and burning cds) and is best used with this program also.
With all of the above, yo do not need to extract them to your computer. Get Alcohol, ImgBurn, Nero or similar programs and select the file in question. Insert your blank media and the program should copy the image file to the disk exactly how it appeared on the original.
If it doesnt auto-boot, it most likely wasn't supposed to in the first place.
