You'll find that instructions generally work better if you actually follow them.
Once you have downloaded the packages, proceed with the installation. First, you have to install mce-installer, which is the software that will guide you through the installation. Right-click on it, go to Kubuntu Package Menu -> Install Package.http://wiki.linuxmce.org/index.php/Installation_Guide#Installing_mce-installer_from_KDE_Menu
And the CD installation usually is a lot faster if you use the ISOs directly from your harddrive. Anyway, good luck with your setup.