Is it possible, and if so, how to install linux from a "Live" cdrom?

I have live version of linux that came with a magazine, I would like to install it to my hard drive. It would be easier that trying to download an ISO image via dialup, for the install disk. It would be easier to make and save changes to the default "Live" settings. I have to work blind after the desktop opens to change the screen settings, setup the dialup to my ISP, etc. before I can do anything.

Thanks