I used FTP to download Centos from Sunsite.org.uk and PoundHost Internet Services LLP. I downloaded all 4 ISOs for V3.4 at the same time with no problem at all. Then I tried downloading all 4 ISOs for v4.0 and got the same problem as a lot of you when burning to CD using Nero on Windows:
"Foreign image file: The entered block size does not correspond to the image length. The block size may be wrong. Do you want to correct the value or ignore the problem?"
CDs 1, 2 and 3 all failed with the above error. Only CD 4 was successful.
I then tried downloading the ISOs individually from the same mirrors - Sunsite.org.uk and PoundHost Internet Services LLP. This time success! No probs burning using Nero and I have just installed Centos 4 with no problems at all.
In summary - try downloading the ISOs individually instead of all at the same time. It worked for me!