That image doesn't have a filesystem and that's why nothing comes up in Windows Explorer. Googling the image's name came up with this page from Dell Support with the instructions:
Custom Instructions for OM_6.1.0_SUU_A01.002.iso:
This is part 2 of 2 of the ISO file.
Download all ISO file segments into an empty subdirectory on your local hard drive. After you have downloaded all the file segments, run the following command to create the ISO file:
copy /b OM* OM_610_SUU_A01.iso [Windows]
cat OM* > OM_610_SUU_A01.iso [Linux]
Note: If the wildcard format above does not bring the file segments in the right order, run the following command instead to create the ISO file:
copy /b OM_610_SUU_A01.001.iso+OM_610_SUU_A01.002.iso OM_610_SUU_A01.iso [Windows]
cat OM_610_SUU_A01.001.iso OM_610_SUU_A01.002.iso > OM_610_SUU_A01.iso [Linux]
Use your DVD burning software to create a DVD from OM_610_SUU_A01.iso
By the way...
There's newer firmware available for that burner (remove any disc and close the tray before updating then reboot after it's finished).