After a lot of research I finally found the solution for my problem: Burning DMG in Windows [xp]
1. Get TransMac, the Demo is fully working, so there is no cracking needed for us. (http://www.acutesystems.com/tmsetup.exe)
2. Install and Start TransMac.
3. Click continue.
4. Click Tools -> Disk/CD/DVD Image -> Expand compressed .dmg file.
5. Choose the .dmg Image and click "open".
6. Type the filename for the uncompressed .dmg and press "Save".
!!!!! The System looks like its freezed, but its NOT! Dont Panic, this will take around 40 minutes depending on your System Specs !!!!!
7. After the decompression is done, click tools -> Disk/CD/DVD Image -> Write Image to CD/DVD
8. Select your UNCOMPRESSED .dmg file.
9. Wait (Took me around 30 minutes)
Tell me if it worked for you
P.S: TransMac is really great, if you like it (And you will ^^) buy it.