If you wish to obtain TeX Live on DVD, the best way is to become a member of TUG or another TeX user group. Please join whichever group is best for you. We need your support.
The TeX Collection DVD, which includes TeX Live, is distributed as a benefit of membership to TUG members each year. By joining TUG, you'll also receive a year of TUGboat, among other things.
Alternatively, you can purchase the TeX Collection DVD or any of the other items from the TUG store, without becoming a member.
After mounting the DVD on your computer, follow the installation instructions or read the documentation.
If you want to update packages from CTAN after installation (this is not required, or even necessarily recommended), see these examples of using tlmgr.
Information about downloading the TeX Live ISO image and burning your own DVD is available separately, as well as other ways to acquire TeX Live.