After downloading the Ophcrack LiveCD software, you'll need to burn the ISO file to a disc. The software is small enough for a CD but a DVD or BD is fine if that's all you have.
Burning an ISO file to a disc is a little different than burning music or other kinds of files. If you've never burned an ISO file to a disc before, I recommend following the instructions I linked to in the last sentence. It's not a difficult process, but there are very important differences that you need to be aware of.
Important: If the ISO file is not burned correctly, Ophcrack LiveCD will not work at all.
After burning the Ophcrack LiveCD ISO file to a disc, go to the computer that you can't get in to and continue with the next step.