Thought I'd give it a go. So here are the instructions, just for when I cock it all up and have to repeat...
- Make a boot disk, downloading an image from: ftp://download.fedora.redhat.com/pub/fedora/linux/releases/9/Fedora/i386/os/images/boot.iso
- Boot the PC from CD and when asked, state that you'll download the files from a mirror site URL. Two that appear to be suitable are: ftp://ftp.linux.org.uk/pub/distributions/fedora/linux/releases/9/Fedora/i386/os/ and ftp://download.fedora.redhat.com/pub/fedora/linux/releases/9/Fedora/i386/os/
- Wait until Stage2 downloads... ... ... ...
From there on in, it is pretty straightforward (being careful of the partitioning choices of course). It does take a while to download and install, so it is probably worth kicking it off, getting a pizza and watching a film... but I now have Fedora 9 installed, which is good...!