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A Vinux image needs to be written to optical or USB media in a specific way, you cannot just copy the file to a CD in the same way you would copy documents or music.
To write to optical media such as a blank DVD, right click on the iso image in the file browser and select Write to Disk. This will open Brasero where you can follow the prompts to burn the image.
You can also do this from a command prompt using wodim.
Open Gnome terminal by pressing:
Control, Alt + T
Navigate to where you downloaded your image, in this case we use your default downloads location.
Please note that Downloads has a capital D and that you can use Tab completion to complete the full filename.
Using the name of the Vinux image you downloaded, type:
[[sudo|sudo]] wodim Vinux-3.0.2-I386.iso
You will also be prompted for your user password to elevate privellages.