Linux-Mandrake is commonly distributed on multiple CD-ROMs. Various packaged versions bundle "extra" CDs which contain added software such as bonus packages, commercial programs, demo software, etc.

If you don't have all of the CDs listed in the window, uncheck the ones you don't have. If you don't have any of the extra disks, just hit the Cancel button so you won't be prompted for the disks later during the installation.

And don't worry if you don't have the extra CDs; all of the essential packages are contained on the Installation disk.