The company who ended up burning the PDC 2005 DVDs didn't realize the DVD Name on the media needs to be DVD1.
The media table of the Visual Studio 2005 MSI requires the files to be on "DVD1" when installing from media. Since the label name is not DVD1, Setup will prompt and ask the user to insert Disk 1 to find a cab file.
The workaround to get VS installed is to copy the entire VS folder to your hard drive and run setup.exe from there. Another option is to copy the DVD and burn it to another DVD and make sure the new DVD is called "DVD1".
We found out about this yesterday after 7500 DVDs were burned and it was too late to reburn the DVDs.