I have installed Fedora Project a couple of times already. I just very recently started setting up a server (Fedora Core) at work using FC3. First mistake I made in downloading the .iso files was to download the wrong linux version to burn on CD. I believe there a version to burn on DVD, 64bit processors and 32. Another error that I encountered while installing is that the CDs have to be in excellet shape. One of the CDs I used had a small scratch.
Unfortuantely I have not played around with Linux a whole lot in the past and have not used other versions.
If I remember correctly you can get an IsoBuster and open the first iso disc. There you should find the boot file you mentioned.