Failed to Set Xfermode

What is that? Yeah I am asking that too. It is the result of Live Cd Ubuntu. Turns out that some downloads are not as simple has others. While a search to ensure that the site I downloaded from had some credit to it's name I did not check the satisfaction with the actual download. I went to a site the download went smoothly although way to slow.
Let put it this way. I use 8 meg internet. The download started around 11 last night. This morning it was still needing five hours.
What? Okay I handled that okay although it was ridiculous.
However when I went to boot up from the optical drive things went weird. I entered the Bios and placed the Cd Drive as the first place for my HP to start downloading. Then moved on. I made it to the Ubuntu Start and Installation Screen. I then click on the Start and Installation item.
After that I was sent directly to my worst skill. Command Mode. Yeah I am horrible at that right now. The message about was the only thing that would come up so lets hope that downloading from a different site will give a better result.
Can any one please tell me what the world "Failed to Set Xfermode" means?