Further note, you can just use jigdo-lite:
$ jigdo-lite CentOS-4.3-i386-bin1of4.jigdo
Indeed, just use it like this:
jigdo-lite http://mirror.tcs.ii.uj.edu.pl/jigdo/CentOS-4.3-i386-binDVD.jigdo
Please note: you either need to download both .jigdo and .template [then you can edit the .jigdo file to change Server URLs] in to the local directory and specify a normal .jigdo filename on the jigdo-lite command line - or - you need to specify the jigdo URL on the command line and have all the CD's files handy.
Once jigdo-lite starts up it asks for a CDROM/DVD/other mountpoint or directory. What you do is in another terminal mount a CD/DVD or whatever with the required files and provide this path to jigdo-lite (it might also be a locally kept mirror tree). The more specific a path you provide the less data will need to be hashed to determine file matches. Once those files are hashed and copied into the 'image-in-progress' jigdo-lite will return to the above question. You may now unmount the CD/DVD in another terminal. You can return to the mount a CD/DVD in another terminal point above to continue with another CD or you can press enter and move on the Server URLs from the jigdo file (currently they point to the location of the files on my server... that's why you might want to edit the Server section in the .jigdo file). Finally everything should be matched downloaded and included into the final image, it should be verified and everything should be ready to use.
Cheers, MaZe