Windows 7 allows you to burn ISO files (images) directly with no third-party plug-ins. All you have to do is right click on an ISO, and click “Burn Disk Image”.
My experience was a bit different, had to click “open with” then choose “Windows Disk Image Burner”, but it works as advertised. Too bad there isn’t a way to mount an ISO without 3rd party software, I guess we will have to wait until Windows 8, or W7 SP1??