Check the sha1sum's against the ISO's and make sure the numbers match. Then, make sure you're burning them as IMAGES, not files, and burning them at a slower speed to avoid losing data - maybe 16-24X is good. Finally, once the install process begins, test each of the CD's before you begin so that if there's a problem you don't get stuck. I just had that problem myself with a bad download of CD#4 and had to download a fresh copy.
Here's some good information from Firewing1: http://www.fedoraforum.org/forum/showthread.php?t=92701