Did you run the 'checksum' utility to verify your download was a good copy?
http://www.linuxiso.org is where i downloaded from but there is a checksum number to verify against on the site you d/led from too I bet. There's a set of checksum numbers somewhere by the download to check against after you run Checksum on the download to ensure they're the same number. The above site tells you how in the FAQs.
I recently ran into that same error - - CDROM was too slow, my verified downloads were burned correctly too, I bought the boxed set - same errors, changed CDROMs using downloaded copy, instaled perfect.
BTW, you really don't need the last 2 disks Ok? they are the source code only. Bought the boxed set is how I know. You only need the first 3.
And really, unless you buy a hardware type Serial Modem made/verified for Linux, 99.99% of all PCI internal modems (or no USB modems either) do not work with Linux, Ok? So you'll need one of those to get on-line or an Linux verified Ethernet card and the time it takes to learn how to setup and share a broadband Internet connection on a Linux PC with a Windows PC.