It's not true that urpmi is only from the CDs. You must configure your sources to take files from mirrors in the Internet. There is 2 ways to do that:
1 - By means of MCC in some window manager (KDE, Gnome, icewm, etc),
2 - By means of a terminal in command line.
To configure your sources go to: http://nanardon.homelinux.org/urpmi.setup/
and choose the mirrors close to you.
See that thread where motub made a really good How-to: