And you can tell whether this is the problem by putting the CD into your PC and looking at the files on it. If you see files called "upgrader" and "upgrade_file", plus a bunch of subfolders including "sources", then the ISO writing process was successful.

The files on the web site are zip files, each of which contains a single ISO file which is the CD image.

If you've already got that sorted and the player software still isn't offering you upgrades, there is a way to force a CD upgrade: put the CD in the drive, switch the power off, and switch it on while holding down the Menu button. (Ahem. At least, I think it's the Menu button. If that doesn't work, try a different button!)

Peter