In my prior life before coming to Microsoft, I didn't use Windows as a server but rarely and as a workstation very little. My main workstation was running on RedHat (or Fedora from time to time), and I managed mostly Unix and Linux servers, only managing Windows servers on an as-needed basis, which was pretty rare since we had other staff to do that. I did run Windows on my laptop however, as it was very usefull to run the Windows Office suite as my company had a fully integrated Exchange environment, and collaboration with co-workers was more efficient using Windows.
One of the reasons I preferred using RedHat as my primary workstation however was due to the availability of tools and resources. If there was a job that needed to be done, and I didn't already have the software, I could almost always find an open-source project that had a solution. If the project was somewhat active I could easily download and install the software without having to pay for it. On Windows, if the OS didn't provide the utility, my perception was that the only other options were typically non-free products, ranging from "trial versions" to "shareware" to full blown pay for license professional software. The problem was that if it wasn't free, then I had to go pester my boss about buying a license for it, and that was an inconvenience at the very least.
One example of such a utility was cd-burning. In Linux/Open Source distributions, it was easy to obtain fully functional cd-burning command-line utilities. On top of those, if you didn't like working in the command-line, there were a bunch of freely available command-line GUI wrappers to make the tools pretty. Most of these utilities are part of the common Linux distributions today. If I wanted to burn a CD, a quick search on the Internet would reveal plenty of how-to docs on the subject.
Conversely, in Windows if I wanted to burn CD's, I had to go find a third party applications to burn them. When I bought my cd-writer, it came with a free "light" version of a CD burning tool, but to get the advanced features such as burning an ISO image, I had to buy an "upgrade". Granted, it wasn't usually more than $20-30, but this is more expensive than "free".
However, it turns out that I should have voiced this opinion to my Microsoft-minded colleagues, as contrary to my ignorant opinion, Microsoft does have free cd-burning tools. Granted, some of these tools came to public distribution relatively recently, so I can't blame myself too badly for my mis-perception. For cd-burning of data and music CD's, Windows Media Player 10 has all of that functionality fully available. But if you want to burn an ISO onto a CD, that isn't supported. However, there is an answer for that too. Microsoft published the Windows Server 2003 Resource Kit on 4/28/2003, which contains tools to "help administrators streamline management tasks such as troubleshooting operating system issues, managing Active Directory®, configuring networking and security features, and automating application deployment." This toolkit also includes the cdburn.exe tool, which enables burning ISO images to CD (and dvdburn.exe for burning DVD from ISO images). You can install this resource kit on windows XP or Windows server 2003. One caveat that I discovered (while writing this post nonetheless) is that you can't be running Windows Media Player while using the cdburn or dvdburn command line tools, or you'll get an error message stating "Unable to lock the volume for exclusive locking 5".
Once you install the resource kit, burning a CD is as easy as the following command:
cdburnn d: image.iso -speed max
cdburnn d: image.iso -speed max
You can find all of the options for the command by passing the /? flag after the command.
The moral of this story? Before you assume that you have to buy third party software to accomplish your task, check to see if microsoft has a free utility or toolkit.