I tried that route (burning the .iso onto a CD-RW) but the player did not recognize the disk. I was doing it that way because I don't have Ethernet near my home entertainment system.

Then I figured out I could bring Ethernet over using my laptop's WiFi to receive the internet connection and then ICS'ing it to the hard-wired Ethernet on the laptop, then plugging into the Toshiba HD-DVD. Much to my surprise, it worked with just a little tweaking.