[CentOS] CentOS 4.4 LiveCD instructions

I'm upgrading my current RedHat9 installation to CentOS 4.4, so decided
to buy the 4.4 LiveCD (rather than downloading and burning an ISO). I
thought the LiveCD was simply a 'reduced' version and that I could
install from it, but I find I don't actually know what to do with it and
can't find any relatively simple instructions (I'm a bit of a newbie to
linux but think it's great!). Any advice gratefully received - thanks.

Andy