If you are having trouble installing try openSuSE 10.1
Download boot.iso
curl -O
ftp://mirrors.kernel.org/opensuse/di.../boot/boot.iso.
Or you can use a browser.
Burn that cd image, boot with it. When the screen pops up with a few options hit F3, then F4. Select http install. For server use:
server
http://mirrors.kernel.org
directory /opensuse/distribution/SL-10.1/inst-source/
And the whole system installs over the internet. SuSE installs on everything, with few exceptions. Among the other distros with a boot.iso install cd are:
FC5
Debian testing
Mandriva
FreeBSD
None of the distros you picked offer this feature. And, a video to help install linux would be pointless because there are so many ways to install.