Just make sure you burn the PAL HBC .iso using ImgBurn, with a speed of around 4x. Then there won't be any problems, ImgBurn always works for me, whatever I throw at it.
But like Richy Freeway said, get the stuff you need first, it's been identified halfway through the whole thread. Most of this thread is pointless, you knew what you needed to do ages ago, go damn well do it! And hopefully you've already got an SD Card ready.