First, how did you burn the iso to CD? It has to be burnt as an image, not just by copying the file. Second, if you did do it this way, then are you sure that your PC is set up to boot from the CD first? You may need to go into the BIOS setup and change the boot order.
The reason for these questions is that error messages relating to Windows will not have come from the Linux live CD, so your system isn't booting from the CD - what you got was a failed Windows boot.