[newbie] DVD vs CD Download

[Al]

Hi all,   I just spent a few days downloading 2005LE DVD version....About 4 times....each time, the MD5 sum failed.   So I downloaded the 3 CD version.   Can I burn the ISO of cd1 to DVD, then add the files from CD 2 and 3 to the DVD? If so, how?   {using XP at the moment...:(:(:(:(:( }   TIA   Al