Burning a CD

Well, I have successfully modded my Saturn (I think,) and was wondering, what is the correct format to burn a CD? For example, some come in .iso, some are full of MP3s, ect.

So does it even matter? If so, which one?

The game I was attempting to play before (Guardian Heroes) was in .mdf / .mds format, and my Saturn couldn't read the disk.
 
Are you just trying to copy the .mdf/mds files to a blank CD? That won't work-- you need to use an image-burning program like Nero or Alcohol 120% to write those. For sets with a .bin or .iso and MP3 audio files, there will be a .cue file included. Use an app like Nero to load the cuesheet and burn the disc that way.
 
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