For a CD, the disk image will be a file with a .iso extension. This is the file that you will be burning with your burning software. The burning software that came with your drive would be the best to use, since other programs may not have complete compatibility with your burner. Try looking in advanced options or something similar, to see if you can set it to verify discs.
The files ending in md5 should be plain text files that you could open with Notepad. It will contain a string of 32 characters, 0 thru 9 or A thru F. You would compare this string with the output of a md5checksum utility. You can find a program to compute this
here (linky). You would run this program with the ISO name as an argument, and it will print out a 32 character string. If they match, you have a good download. If not, you need to download again.
If you have problems with doing the above, I would suggest getting one of the more "user friendly" Linux distributions (Ubuntu/Kbuntu/Edubuntu are favorites for many) and playing around with the LiveCD first, before installing. Also, get a book for beginning Linux users, so you can get a better feel for how things work.