If you want to burn .DMG, .ISO or any other files to optical medium then Disk Utility, the built-in utility of Mac OS X could be used to do that and in this way there is no need to put extra effort to install any other third party application to burn ISO or DMG files.
So, by reading the following instructions you may know that how to burn .DMG, .ISO image and other files to CD or DVD on Mac OS X.
Burn DMG, ISO and Other Files on Mac OS X
Click on Finder
Navigate to File menu and click on New Burn Folder option, it’ll create Burn Folder in Finder window
Now open Burn Folder and drag & drop the stuff in it which you want to write on CD/DVD. The icons in Burn Folder will display as aliases
Now navigate to File >> Burn ”Burn Folder” to Disc…. option
Now insert an empty disk
Enter the Disc Name according to your choice and set Burn Speed and click on Burn button
After completion of CD burning process it will show Burnt CD on desktop
Insert a CD in your Mac CD ROM. Click on Finder and navigate to Applications >> Utilities and double click on Disk Utility
Here click on inserted CD and you will observe that all options which were disabled before on the upper strip of window will become enable
Now you can select the stuff from your computer by clicking on Burn option and follow the steps further according to software instructions to complete the process.