Definitely sounds like a problem. I can think of a couple of things you can try
The first that comes to mind is the posibility of a corrupt download or a bad burn. In this case, I'd suggest checking the mdsum of the ISO and make sure you burned the ISO correctly. Try burning at a slower speed too.
I also noticed you downloaded a beta release. Try the final product, which has been more extensively tested.. Here is the URL http://vectorlinux.osuosl.org/veclinux-5.9/iso-release/VL5.9-STD-LIVE-Final.iso
How are you burning the image? What program are you using?
You should be using some feature labeled "Burn cd image" from your burning software.
Welcome to the forum... HTH