I'm sorry to hear you're running into problems downloading the Missing CD files. From the Missing CD page at http://missingmanuals.com/cds/dreamweavercs5mm/ there are links to download the tutorial files and the appendixes. Are these the links that are giving you problems?
I noticed that it my browser, an empty window pops up for a second, but then the download dialog pops up and the empty window goes away. Does your download never start?
Can you try these links below instead of the ones on the Missing CD page? I've removed the bit of code that causes a new window to pop up. You might also try right-clicking the links and selecting Save As...
Hope that helps!