Sounds like it is choking on the file verification. see here for a workaround.

btw--the OS is the last file you should trust via anonymous share--many were reported to be either something else, (renamed porn), .dmg's that won't open in OS 9 or beta versions. Gad--check with your friends or better yet--buy the CD's. They're probably cheaper than the bandwidth and well worth the peace of mind!