It is either i buy a hardware router for $500 or i setup up
Sinfle Network Firewall 7.2 (SNF) on an old computer for a
software router.

SNF is much more flexible and costs me nothing. But i cant
install it.

Everytime i boot from the CD or floppy, i get this same error
over and over.

Right when the CD boots, you get a screen saying

Press F1 to choose another installation method.
Press <Enter> to begin the upgrade or installation.

I press Enter and then after the screnn detecting my hardware
i get this error:

Please Insert The Linux Mandrake CD-ROM.

But i am installing SNF, why do i need that CD

Am i supposed to do something differently or is something wrong.
I have downloaded the manual from Mandrakes Web Site and
it doesnt mention anything about this and i am following the
instructrions.

Can some one please help me?