Right.
But you can install from the HD.
First, delete the ISO's, you don't need them. Download the boot and root floppy images (at least I think they're images) and create those floppies. Next, download each package series you want from one of the mirrors listed on
http://www.slackware.com/ . Put them all in the same directory.
Boot the system from the boot floppy and switch to the root. In the setup, you should be able to select install from hard drive or DOS or something similar. Just specify the directory you put the packages in.
Someone correct me if I'm wrong.