It depends on what it was supposed to be. An .iso is a disk image. If it is an image of what used to be a CD, it should be burnt to a CD. If it's an image of what used to be a DVD, it should be burnt to DVD.
A good indicator would be its size. If it's about 693-700 MB, it's probably a CD. If it's about 4 GB, it's probably a DVD.