Some people have reported receiving blank DVDs (seems to happen to a few each year).
DVD is moved, and is now here.
Session I is here.
You'll need ImgBurn or something similar to burn the ISO to a disk (unless you have Windows 7 - in that case, just double-click the file and Windows ISO Burning should come up), or Daemon Tools to mount it if you don't want to actually write it to a disk (both utilities are free).