On this page
it says you need the "Alternate CD/DVD" for your purpose. I'd recommend asking someone who has a fast connection to download that CD and burn it for you, if possible. There are official downloads at this address: http://releases.ubuntu.com/lucid/
If the above is not possible, maybe you can add the CD you have to the so-called "package repositories".
* First, insert the installation CD.
* In the menu, go to System -> Administration -> Software Sources
* Go to the tab "Third-Party Software" and click on "Add CD-Rom..."
If all of this is no use, I'm afraid I probably can't help since I don't use Ubuntu (I get info from the web).