NO, that is not the way it should look on the CD. The ISO file is like a zip file, you have to open it. it iwll open in your burning software with all the files then you can burn it.
Though personally I will not be downloading vista. One of the few reasons are:
My internet connection is soooo slow, well, it isn't but i don't have unlimited
It will be too buggy
And I don't pirate, so even if i did have a good internet connection and it wasn't buggy i wouldn't download it
Well, though from what I have seen here it will be one of the best OS's ever, way better than macs (I am a absolute mac hater )