Try pressing and holding the "option" key after the Mac boot sound. A list of drives should come up. Select the one titled "EFI" or something along those lines.
I've installed Manjaro on two Macs with this method so if this doesn't work, you could try installing rEFInd and booting from the CD/DVD there.
EDIT: Sometimes Windows screws up the burn process and simply puts the ISO onto the DVD rather than writing the image. Make sure your DVD doesn't just contain an ISO file but has files and folders contained in it.