Thanks all for explaining that I need to use a third party program to burn the created ISO file as the process is not incorporated within Avast. I am quite happy to do that - it is a process I have used many times in the creation of live Linux CDs and DVDs for example. Thanks Pondus, too, for the link but as you will see in my next paragraph, my understanding of the process is not the issue, rather it is that the Avast ISO file creation process does not work on my XP Pro SP3 system.
However, the real problem still remains - I cannot create the ISO file as when I run the process in Avast, once the download stage completes and Avast starts the install process to create the ISO file, the Windows Installer error message is generated.
Although I have reported this to the Support Center, received a ticket and sent in a zipped logfile as later requested, I have received no other response. That latter point is not strictly true, I did receive an email today stating my ticket would be withdrawn after 72 hours because they had not heard from me - they had, of course but had not responded to my email with the attached zipped file so I had nothing to reply to. Their last message, therefore, was was unexpected. I'm not sure that the Support Center know what they are doing!