After downloading a few free ISO's, I found many of them to be above the 4.x GB limit of my single-sided DVDs. As I usually tend to burn an ISO after downloading it, I hit a brick wall, momentarily.
An alternative to wasting inexpensive CDs/DVDs is to 'mount' the image using a piece of software, which basically tricks Windows into believing you've physically inserted the disc into the DVD-RW (or whatever).
However, a quick Google search threw up many solutions for mounting an image within Vista - but every one of them also mentioned that it wasn't compatible within Vista 64-bit (as I'm using Ultimate 64).
For those of you running Vista 64 and wanting to mount an image, use Daemon Tools. I think Adamskii recommended it to me back in University, when we were being the cheeky pirates.
Several of the aforementioned Google results stated that the newer versions of Daemon Tools contain SpyWare. Initially put off by this claim, I later discovered that the installer actually notifies you of the 'search toolbar' and allows you to choose not to install it during the installation process. Simple.