Need help burning, I am retarded


I've got a quick question. I just downloaded a game, and it is .cdi extension. I tried to put it in on a search engine, but that didn't help. Can someone please tell me what program I need to use? thanks
thanks , i was going to ask that question i have had a .cdi game sittting on my FTP for ages now.. never knew how to burn it...

thanks guys