You need a copy of Nero Burning ROM, and a blank CD.
1) Start Nero Burning ROM and select "Recorder -> Burn Image..." from the menu.

2) Select the iso file of the Hiren's BootCD
3) After this point, it's like any other CDs. Click 'Burn'.

Links
Latest News
+ 24 Feb 2010 - Hiren's BootCD 10.2 is out. more details...
+ 20 Nov 2009 - Hiren's BootCD 10.1 is out. more details...
Testimonials
I have been a user of hirens boot CD for many years and thank you for producing such a handy tool. - Bob
Keep up excellent work!! thank you!! - Renos
Really appreciate that you provide so valuable software for free. It's very useful. - Johnny Park
thx for your great work. The Hiren's Boot CD is "a must Have" in my IT work. - John
I am a big fan of Hiren's bootCD, saved my life numerous times already. - B.R. Denton
GREAT job on Hiren's BootCD - a lot of work went into it, and it has saved me many hours of work, let alone allowed me to do things I otherwise could not do. - John Duncan
Really a Super Boot CD, I realy dont know, how i have solved all my earlier problems, whitout this CD. This is really a SUPER CD. - Joern