I'm assuming that you downloaded the rpm files instead of the iso's. If this is the case you can still install but you need to make a bootdisk and select to install from a hard drive.
As for making a bootdisk the images are at /pub/Mandrake/9.1/i586/images from the ftp site you are using. The file you need is hd.img and there are instructions at Mandrake for creating the bootdisk.
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