Well you might post some of your system specs, someone with considerably more knowledge might spot something.
Also, if you still have the download isos' then you could try checking the md5sums - corrupted iso images are one of the "old cherrys'" when it comes to installing distros that've been downloaded. the md5sums are what? 15 maybe 20 characters long, and you'd only need 1 incorrect character and it potentially causes these kind of problems.
Don't forget if this is your first "go" at linux, you're at the bottom of the learning curve and you could easily try different distros - that said, I have mainly been mandrake/mandriva based since I started, but I recently wanted to see what all the fuss was about with KDE 3.4 (mandriva 2005LE uses 3.3), so I just got a mate to burn a copy of the discs that he'd got installed (SuSE 9.3) to try. It's quite similar in what it can do by default, but some things are done differently e.g. the package manager works differently etc.
A quick search would find you plenty of places that can sell you "cheap" discs (they'll be download versions that have been verified as OK and burned).
I suggest this, because the only discs I've ever had problems with have been ones that I've burned myself (under linux), but that's probably because I don't know how to use the apps properly.
Another place to look is "Mandriva Users"
they don't tend to answer as quickly as you get here at LQ, but LQ is considerably bigger. maybe something there????
OK, I've just had a quick look at mandrivausers and it all points toward either a bad download or a bad burn. Apparently the hdlist is the headers list for rpms (the packages it needs to install are in "rpm" format - a mandrivised version thats different from redhat/fedora or SuSE versions), so that would explain why it stops where it does, the installer doesn't know what or where to install next.
I know it's a pisser to have to redownload, but if you get the image and the md5sum for each file, you can either try the md5summer app I suggested if you've only windows, or if you already have a linux install, you can also just move to which ever directory you downloaded the iso to and then do md5sum (name of downloaded file - but without the brackets) and hit enter, a couple of minutes later it should chuck out the md5sum number for you to compare.
So sorry to be the bringer of crap news but everything points in that direction (and yes, even if I rev my connection to 2 megs, it still takes me about 2 hours per iso to download the little suckaz!).
Maybe that helps some ?
p.s. also don't know how much "cheap" discs will cost in your part of the US, but last time I got some (gentoo linux), it was 2 quid including the postage (about 5$'s or so). You'd have to surf for the nearest supplier - Sorry!