Most .dmg files are compressed and must be expanded before burning to CD/DVD. The expansion process is popularly called "convert to ISO." Acturally, you can convert DMG file to ISO image with the help of MagicISO. The following instructions will show you the process of conversion.
Download MagicISO and install it on your computer. Then, run MagicISO.
Click to open DMG files.
Click to open Properties Dialogue.
Uncheck Apple HFS and Apple HFS+.
Check ISO 9660, Joliet, and UDF.
Click to save as to ISO image, or click to burn to CD/DVD without saving.