FIRST SAY HELLO TO EVERYONE ;-)
Your ISO which Youīve downloaded is INCOMPLETE/CORRUPT.
It happenz the same way me too.Until Iīve decided to use an DOWNLOAD ACCELERATOR (DAP).
I donīt know if You like DAP but it does itīs Job well and so I get the first ISO CD complete downloaded and it works fine.
You can use other download accelerators, too. Or use BITTORRENT,as written on mandrakesdownloads.
To burn Your ISO best use NERO up 6.0 .
GREETZ from Aachen

Daniel