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Can I burn it from Windows xp?Hmmm... According to
Apple Hardware Test Images and InformationIn order to open the CD image, which is a device image file, you must use Mac OS X 10.1 or later, and the Disk Copy application (/Applications/Utilities) that comes with Mac OS X.
so you may need a Mac to burn a disc.
I say "may," because the quote is ambiguous in that there has not been a Disc Copy app in OS X since i dunno when, maybe never; it may have disappeared with OS 9.
CDs are cheap enough; why don't you d/l the dmg, burn it, and see if it works?
Good luck!