MAC OS X ISO FILE...WHAT NOW?

I've downloaded it on an iso file, now do I boot up the os from F2 on the computer? If not what? Thanks
Update: i didnt do it like that !!!!!!!
I did it the legal way. I have the disk but becuase it is in windoews it shows up as an iso file. I just want to know how I can boot it up or is there an error on the cd i purchased
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