It takes a few seconds for the software to scan the CD for uninstalled packages. If there is more software you want to install, keep clicking on these. It is usually safe to follow instructions as they appear. Stop the installation, and also choose the packages so that all dependencies are satisfied. There is plenty of software on the RedHat Web site.
Installation is usually painless and fairly simple.
This will download the file xxx.rpm to your home directory. If there is a problem, you will get some diagnostic out. Download these as well, install them in a similar fashion, and hopefully everything will work fine.