Larry Webb's suggestion is a good one. Due to the size of the files you've downloaded, it's possible that one or more might have been corrupted during the download. The md5sum is a quick little utility that verifies that the image you've downloaded is exactly the same as the source image.
To run it, simply
for each CD image. The output will be a long string of letters and numbers, and you'll need to compare your results against the md5sum value from the site you originally downloaded from. If your number matches the value from the source site, all is good. If not, then your image is corrupt - delete it and re-download it.
Once all 5 CD's pass the md5sum test, you know you've got good images. When you burn them, be sure to burn them as an ISO image. A regular copy or drag-and-drop won't work. Good luck with it