<deep breath> The CD32 needs a special bootblock on the very first few sectors of an ISO image in order to boot from it in the same way a floppy disk needs to be 'installed' for it to be bootable. This also applies to emulation programs such as WinUAE/WinUAEx as they are using the CD32 ROM code. If you're trying to create a CD-ISO image file by copying individual files from a real CD (or even from within another image file) then this will not work without also inserting the CD32 Commodore specific boot files (CDTV.TM or CD32.TM) into the first part of the ISO image. As far as I know this can only be done with Amiga software (eg: the CD32 Developer kit). If you;re using CD32 ISO images downloaded from sites such as BTTR then these will be 100% CD32 ISO images and therefore already have the boot code installed at the start if the ISO file.
It's probably much easier to try and locate the real ISO images of the games you're after and copy them to your XBox drive/disc instead of making the images yourself.