You're running 10.2? For serious?
If you just mistyped and are actually running 10.3 or somesuch, you're going to want to go into Applications --> Utilities, and run 'Disk Utility' from there and drag the .iso into the left-hand pane, click it and press the 'Burn' button on the top of the window.
On the other hand, if you are actually on 10.2, I have no idea whatsoever. I used to use 10.2, of course, but I have no idea whether or not Disk Utility existed back then. You should seriously consider upgrading to at least 10.3, or if possible 10.4. I very much doubt that 10.5 will run on a machine that shipped with 10.2, but you never know!