I believe I answered some of this before, but the (mdf/mds) is simular to a (bin/cue) disc image. The one file is the accual data, the small file is the instructions for your software to burn it.
Basically you get Alcohol 120% and it will not let you use the wrong disc type, but figuring out the disc type is easy.
For Data discs, a cdrom will be about 700megs, for video, a cdrom disc will be about 800megs.
A dvdr disc will be 4.38gb or smaller.
Your .iso disc image can also be burned with alcohol, or nero. Once again you can tell by the size.
these torrents often come with a file.nfo that you can open in notepad to read comments about how to use the torrent.
Concerning your movie, you didn’t specify the file type, so I can’t advise you on that.
Don’t use Nero for disc images other than their own .nrg. Just stick with Alcohol or Imgburn.
This is important, use Alcohol to burn those games but set it to ignore errors and keep burning. Game discs purposely have error code strings to prevent copying.