I did burn the image. As a follow up:
I am attaching two screen shots.
- a folder containing the 3 dmg files I burned to separate discs.
- the appearance of the first disc which is named Parallels on the finder. As I noted no image appears appears above the name like the folder image that appears above Action.
How can I be sure in future burns that an image is associated with the disc? It could be the same generic image I see when any dvd is mounted.