I have downloaded all the 4 files from https://downloads2.goautodial.org/centos/5/current/x86_64/ISO/
What should I do next as I am not able to boot using any ISO.
Version 3.3 is more than 6 years old and is no longer supported. Please download and install version 4.
Checkout our Wiki section for the Getting Started guide and other HOWTOs.