Windows – No Option to Burn ISO on Windows 7

burningcompact-discdvdiso-imagewindows 7

From what I hear, Windows 7 is able to burn ISO files natively. I should be able to right-click on a given ISO and choose "Burn disk image", but I do not have that option on any ISO I try. I am assuming that I fudged the associations somehow.

Can you help me get back on track?