When you have a bad burn what do you usually end up doing? Flinging disks!
Did you look over the information seen at the other site to see what was offered there as far as releases? Two of the other files are checksum like the md5 for file verification once everything is downloaded. The other site is where you simply download a complete iso ready for immediate burn to disk. Those are seen in both cd and dvd iso formats alike there.
The main problem seems to be the files you downloaded are strictly for burn to dvd-r not spread over multiple cd-rs. Unfortunately I still can't find the link for a 3 cd set that would be easier for you there. But the detailed instructions at the Mandriva link here cover a good deal. It's worth going over.
http://wiki.mandriva.com/en/Docs/Installing_Mandriva_Linux