First. Welcome to the forum!
Second. You MUST burn it AS AN IMAGE
file not just burn it to the CD-R disc. What software are you using to burn it? There is a specific burn command to BURN IT AS A IMAGE regardless of the software used, so you must find it under the submenus not the icon for burning it. DVD +/-R do not work, so do not waste your time using one of those.
Three. Re-read the instructions for setting up the network settings. I think you must have misread something, but you clearly missed a step or two. Turn HDCP to ON. Turn DNS to ON. MOVE THE CURSOR to highlight the CONFIRM button in YELLOW, then press ENTER/OK button inside the cursor buttons on the menu. Did it place Ip addresses in the DHCP & DNS fields now? If not, then you MUST configure your wireless bridge adapter that gets plugged into the Ethernet port of the player.