It's not the download as it's zipped. If you are able to unzip it, then the problem is either an incompatibility with your pc or more likely media and burning speed. Try a slower burn and/or different cd to burn on.
Also, make sure you have any extra ports turned off on your pc, sata ports seem to cause a big mess when baking cakes and installing ptvnet.
If you need a software cd, you'll have to order that seperately as we don't convert downloads to cd orders.