It’s pretty common to download software as an ISO file (a disk image) and it seems like a waste to burn it to CD/DVD just to install it once. Instead, it makes a lot more sense to treat it as a virtual drive – if you have the right tool! I use Virtual CloneDrive. It’s free, a couple min download and cake install.
From there you just right click an ISO:
As soon as you do that, any auto run files execute. You can close that of course, and from there it just looks like a drive to Windows:
Free, easy, efficient – good stuff!