If you have a file you downloaded that contains the md5 sums of all of the disks, just run:
md5sum -c <md5sums-file>
The md5 sums of each of the ISO files will be computed and compaired with the list.
You may want to read the info pages for gpg. The md5 fingerprints will protect against tampering of the iso files, but if the md5sum is also replaced (on the website), you could still have a problem. Gpg uses the PGP system for authenticating that the file is from where it should be from. Because this type of fingerprint is encrypted with the senders private key.