the file name will end with .iso its a cd image file. just google mandravia one 2009 iso and you'll find several mirrors. or here's a direct link
you'll need to burn this image to cd, most cd burning programs will have an option for "burn image" basically an ISO is an exact copy of the CD in a single file.
then all you need to do is put the newly created cd in your computer and restart
any questions just let us know, include the program and operating system you are using to make the cd
it can be frustrating at first, but you'll find it to be quite simple
my first time i used Mandriva, and linux in general, i actually bought a copy just for simplicity, but i've learned how incredibly easy it is.
if you choose to go this route OSdisc.com is a good option