Just a few thoughts. I take it you have another OS installed, to create a Live CD, or maybe not ? Do you have enough disk space is a obvious question to get out of the way.
Sometimes CD drives shutdown after an extreme session, maybe the speed CD was burnt at is too fast ? Just guessing at this point, without much to work with,i.e. your Computer environment.
Have you got Windows installed on the machine ?
As melodie suggested any feedback displayed would be very helpful, very little info to work with.