Find it on the download window & click stop button. Then go to Library window, find Incomplete folder at bottom & click the arrow to open the folder. Find the file there & control click & choose stop sharing. Then select it again & press delete button. If still no good, select the file, press Browse button so it opens the incomplete folder on your desktop. Close LW & wait 5 mins. Then find that file & send to trash & empty trash.
Reboot your computer. Then try putting that CD in again & see if all is ok. If not, do a safe boot, repair permissions & reboot normally;
SAFE Boot & Repair Permissions