If you are installing via CD, you should only get the LinuxMCE 0704 release. If you do not wish to download from bittorrent, you can try using the non-US mirrors.
You do not need LinuxMCE 1.0 or 1.1, these are older releases, and all present and future releases will have a year/month release number, such as 0704.
Once you get these CD images, burn them onto CD, and follow the instructions on the wiki, if you are still having problems, reply back, and we will help you. :-)