MSIMaker

I downloaded MCE2005 from MSDN and created the 2 CD's from the iso images with Nero. No problem there. When I tried to install it, it seems the first CD is not bootable. So I just started Windows XP and inserted the MCE CD. I was prompted with an install screen and selected install. I then got a screen with 2 options. New Install or Upgrade (Recommended) I then did the upgrade. All I got was Windows XP SP2. It asked for CD 2 during the install but didnt install MCE at all. I have done this now 3 times and to date have not got MCE setup at all. Does anyone know of this issue?