How To Install Linux in vmware

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http://www.linuxquestions.org – Good Day Everyone I am very new in this field and in Linux, this is the scenario, I downloaded some .iso file Linux , the one is Red hat server 5.7, the other one is fedora and the other is linux enterprise, My question is how to install this .iso files? i searched the internet and i downloaded a program that freeisoburner, the problem is the .iso file is so big, how can i burn this in the cd?, third i saw a tutorial that you can only install Linux within linux, that is the thing that i don't understand This is my last question, and this is the scenerio, one of the files that i downlo (HowTos)