Wait... this is a chicken and the egg problem.
You want to... connect to a Microsoft website, download a Windows ISO, and burn it to CD/DVD.
To do that, you are proposing to connect to a Linux distribution's website, download a Linux distro ISO, and burn it to CD/DVD.
Do you see the problem?
If you already have a computer, likely the one you're sitting at typing out your question, which contains a CD/DVD burner, then I don't understand why you can't skip the intermediate step of booting up Linux, and just directly download the ISO from Microsoft...?
Anyway, in case you really want to take an extra step for some silly reason:
Almost any recent Linux live CD released in the past couple of years should suffice, although your user experience will be better or worse depending on:
- Whether it supports your graphics hardware. If not, you'll have a hard time getting to the GUI environment. Newer distros are much more likely to support your hardware.
- Whether it supports your networking hardware (WiFi or ethernet). If not, you'll have a hard time tacking on support via a third-party driver without having networking to download said driver!
Other questions, such as whether it supports your DVD burner, are practically "non-questions" and are all but guaranteed to be trivially supported.
Also, there is no such product named "Linux Live". You don't just download "Linux"; Linux is a kernel. You download an entire operating system distribution (distro) which contains both the kernel as well as userspace utilities, system programs, and a desktop.
My "short list" of recommended OSes that you can try:
- Ubuntu 12.04 (stable) or 12.10 (new release, may be less stable)
- Fedora 17 (not as stable as Ubuntu, but newer drivers may provide hardware support that other distros lack)
- OpenSUSE 12.2 (also stable)
The user experience, i.e. the exact steps to take, in order to burn the ISO will vary, but in general you just fire up the file manager application, fire up Firefox, "do your thing" in Firefox in order to download the ISO, download it, then right-click on the downloaded ISO in the Downloads folder in your home directory and there should be an option to burn it to CD. This should work on most GNOME based distros as well as Unity, so that covers Fedora, Ubuntu, and OpenSUSE/Gnome out of the box.
Also note that Microsoft doesn't just give away the ISOs for Windows. You will have to have a valid digital purchase of Windows from the Microsoft Store in order to legally download an ISO version of Windows. If you bought a boxed copy of Windows in a store or ordered (only) the box online, you may not be able to download the ISO. Note that the download might be marked as a ".udf" file, but the process to burn it to a CD/DVD should be exactly the same.
Edit in response to your clarifications in the comments: I don't think you can put the Windows installation CD on a USB drive. I know there's a way to do it with Windows 8, but not Windows 7 or earlier. You can indeed put Linux on a USB drive from a computer that does not have a CD burner, but you'll need to run a special program such as UNetBootin to write the boot sector correctly and make it bootable.
Hey, this could actually work:
Step 1: Use UNetBootin to format a USB memory stick as a Linux bootable disk.
Step 2: Move the memory stick from the computer without CD burning capabilities, over to the computer with CD burning capabilities.
Step 3: Boot up Linux on the computer with CD burning capabilities.
Step 4: Download Windows.
Step 5: Burn.
Step 6: Install Windows from the CD/DVD.