Remember Whoppix–White Hat Knoppix? Well, it's now based off of SLAX
instead of Knoppix, making WHAX. This was done for modularity, making
it more easily customizable.

I've made a copy of Whoppix, Knoppix STD and WHAX and each time I've
had to re-learn how to make a bootable CD and each time I figure it out
I wonder how the hell could I be so silly as to forget something so
easy.  It's like having a brain fart and forgeting how to spell
“of.”

The key is to burn it as an Image or .ISO NOT BOOTABLE.  Most of the popular burners have this feature.

Anyway here is how you do it:

*note: SLAX and Knoppix variations
often are compressed into an archive file or .rar.  Many systems
automatically see this as a .ISO or image file.  No need to
extract it.

Making a Data CD from a CD Image with Easy CD Creator (Save the Image to your Hard drive) 

    1)  Insert a blank CD in CD Recorder

    2)  Select “Record CD from Image” from the File menu

    3)  Select the image file WHAX-x-beta.iso or whatever
         the .ISO file is named and click Open. 
   
    4)   Once the Record CD Setup dialog box appears, 
          Click Start Recording

Basically, just look for the burn Image or .ISO feature and your good.