I burned cd, i even looked into cd with konqueror and everything seemed to be fine.
I had this problem but the mistake I made was that I did not burn the CD as an ISO image until someone pointed out that this is what I should do.
I created mine in my Windows XP machine using Nero CD burning software.
1. Download the .iso files.
2. Open Nero.
3. Click on the 'File' pull down menu and then click on 'Burn Image...'
4. An Open File browser will open up. Locate the first downloaded .iso file and click on 'Open'.
5. Make sure that the Write to CD and Filnalize CD boxes are checked and burn away (Note: It also helps to user slower burning speeds to avoid write errors - although my CD writer is capable of writing at 16x, I tend to stick to 4x)
6. When it has finished, you'll have the first CD - just repeat for the same for the .iso files of the other discs.
If you don't have Nero, you can download the free demo from the link below:
Hope this helps.