How do you burn .cdi's?

[Auspicious]

Ok so I got a copy of Jet Set Radio etc etc and I got a .cdi file and I need a bootloader. So I d/l a version from http://dreamcast-talk.com/forum/utopia.php
and then I don't know what to do; I try to read the instructions but they don't work for me. Should I:
A) Go ahead and burn Utopia and then burn my Jet Grind Radio on top of that?
B) Just burn Jet Grind Radio?

Or something else entirely?? Please help!
Thanks

[cOcOoO]

Most CDIs are selfbootable. They don't need a bootdisc to run, nor your console needs a modchip. Just burn the CDI with discjuggler or alcohol 120% at the slowest speed possible and you should be fine