How to play my burned image file???

Hey,
I recently used 'alcohol 120%' to burn a game to cd, using both the .mdf and .mds files. All went well... However when i place the cd in my drive, in 'My Computer' it changes the 'DVD-RW Drive' to 'CD Drive' and doesn’t play?! I’m i wrong to assume that i need to load up any other kind of software to get this game working?
Thanks guys

I only ever burn the larger one. one is the disc image and the other is the file order or paper work so to speak. just burn the big one.

as to the dvd icon changing from dvd to cd. it should do that. it means that it is recognising that there is a cd in there.

does the game normaly autorun?
check the contents of the cd and see if it has a exe file. sometimes that is needed to run the game.