OK, So taking your advice i have sucsessfully burnt the .ISO to DVD.
1. Image Burn Log.
I 15:28:39 ImgBurn Version 2.5.8.0 started!
I 15:28:39 Microsoft Windows 7 Ultimate x64 Edition (6.1, Build 7601 : Service Pack 1)..
I 15:28:41 -> Drive 1 - Info: Optiarc DVD RW AD-7241S 1.03 (H:) (USB 2.0)
I 15:28:41 Found 1 DVD±RW/RAM!
I 15:32:56 Operation Started!
I 15:32:56 Source File: C:\Users\********\Desktop\FreeNAS-9.2.1.5-RELEASE-x64.iso
I 15:32:56 Source File Sectors: 110,461 (MODE1/2048)
I 15:32:56 Source File Size: 226,224,128 bytes
I 15:32:56 Source File Volume Identifier: FreeNAS_INSTALL
I 15:32:56 Source File File System(s): ISO9660 (Bootable)
I 15:32:56 Destination Device: [0:0:0] Optiarc DVD RW AD-7241S 1.03 (H:) (USB)
I 15:32:56 Destination Media Type: DVD-R (Disc ID: MBI 01RG40)
I 15:32:56 Destination Media Supported Write Speeds: 4x, 6x, 8x, 12x, 16x
I 15:32:56 Destination Media Sectors: 2,297,888
I 15:32:56 Write Mode: DVD
I 15:32:56 Write Type: DAO
I 15:32:56 Write Speed: MAX
I 15:32:56 Link Size: Auto
I 15:32:56 Lock Volume: Yes
I 15:32:56 Test Mode: No
I 15:32:56 OPC: No
I 15:32:56 BURN-Proof: Enabled
I 15:32:56 Write Speed Successfully Set! - Effective: 22,160 KB/s (16x)
I 15:32:57 Filling Buffer... (80 MiB)
I 15:32:57 Writing LeadIn...
I 15:33:25 Writing Session 1 of 1... (1 Track, LBA: 0 - 110460)
I 15:33:25 Writing Track 1 of 1... (MODE1/2048, LBA: 0 - 110460)
I 15:33:48 Synchronising Cache...
I 15:35:03 Operation Successfully Completed! - Duration: 00:02:07
I 15:35:03 Average Write Rate: 10,041 KiB/s (7.4x) - Maximum Write Rate: 10,041 KiB/s (7.4x)
2. DVD burned
3. Reboot System.
4. FAILURE // System Fails To Start With The External DVD Drive And The FreeNAS_Install DVD.
5. Removal Of The External DVD Drive And The System Restarts.
6. The DVD Was Set As Boot In The Bios ?
7. Next ?