You could also try downloading them from White Box directly, from
here Either way, once you download the images I would recommend checking the MD5SUM's to verify they were not corrupted during the download. (The binary should boot, the source would just be the actual source code.) Another issue may be with how you burned the ISO's to the CD - what program were you using, and did you choose the "Burn Image" option? Finally, as far as fixing the issue with your PC, if you've dropped the partition that contained Linux, I'm not sure you can recover from that, but you should be able to get the MBR back into a Windows-friendly state by booting XP to the C:\ prompt, then running the "fixmbr" command. There are several posts here at LQ about that; check the Search function to locate them.
Good luck with it either way -- J.W.