HELP BURNING ACTION REPLAY PLZ HELP!!

ok so i download action replay and the files look something like this:

http://img206.imageshack.us/img206/1407/armaxrc2.png

and
http://img206.imageshack.us/img206/1475/assssfdfsrfererpb2.png

So i make those files into an iso, then i burn using alcohol 120%, when i inserted it to my modded ps2, it went to that browser window where it shows the memory card and the disc thing, where you can choose either one or another. i click on the disc, (says Playstation 2 disc) then moments later, it comes back to that.

Also, i would like to update the cheats on it, how would i do that?

Any suggestions on how to fix this problem? any suggestions will be VERY appreciated, thank you very much.