So after downloading the file from the site I find I am unable to open the file. Instead it only allows me to burn the file to disk. Having no Disks to burn this file to I am somewhat frustratingly stuck in proceeding in opening the program. Any advice?

IMG is a disc imaging format, similar principle to ISO.

there are various software tools available to "mount" or "extract" the content, without burning to disc media.

this article has a few suggestions: http://blogs.technet.com/b/odsupport/archive/2011/04/19/how-to-extract-the-contents-from-an-iso-file-without-burning-the-iso-to-disc.aspx

others are WinCDemu: http://sourceforge.net/projects/wincdemu/files/