Installing Windows 7 32bit

hey i just got my mac today so im sorry if im a mac noob

i just bought the windows 7 download on the microsoft website. it came with 3 files:
setup1.box
setup2.box
Win7-HP-Retail-en-us-x86.exe

i tried burning these files to a DVD-RW which worked but when Boot Camp restarted my computer to install it i got an error message saying no boot disk or something. I cant figure out how to change the files to ISO's. Ive searched around this forum but couldnt find anything.

Thank in advance guys.

Hi, depending on what version (only Professional and Home Premium) you bought you can download direct ISO's from the Student upgrade version.

Here's the link.