I agree with the others here. The download can take a very long time, and make sure you get all the files. I made a folder to hold them in one place.
I also copied my serial number to a text file. - Opened notepad, copied from the receipt information and pasted. I then called the file serial number.txt, and copied that to the DVD when I burned the rest of the files.
When you install, ensure that your drive is defragmented. This will speed up the install process, although as the others have said here, the process will still take some time, particularly when you install the service packs.
Good luck,
John