wayne - please save yourself the hassle and use the bittorrent downloads, not the file mirrors. BT will ensure that you get a full download with data integrity as it checks small chunks of data at the application layer as it goes in addition to the transport layer... its much more reliable (but do use the md5sum check suggested here anyway to be sure)
Also, burn your DVD at the lowest possible speed. This is a common recommendation overlooked, but particularly important with such large ISOs, particularly because one of the files on the disk is a very large tar file which makes it more vulnerable.
As Thom says, use the DVD unless it definitely doesn't work for your hardware (if you have read the wiki, then this won't be a problem!) - it is much faster and more convenient. The CDs are more for fall back when you need more flexibility or you have hardware that is causing compatibility problems..