If you install from DVD, you still get the:
'The software you have selected to install will require the following CDs:
Fedora Core 1 CD #1
Fedora Core 1 CD #2
Fedora Core 1 CD #3
*** Bug 117456 has been marked as a duplicate of this bug. ***
*** Bug 119356 has been marked as a duplicate of this bug. ***
Ditto with system-config-packages-1.2.12-1 -- if installed via DVD it
prompts for the specific CD instead.
This should be fixed now.