I raise the question again. During installation, I am asked: Directory does not contain SHA256.sig. Continue without verification? [no]
I have to enter yes to let it proceed: Installing bsd Installing bsd.rd Installing base55.tgz ... I have downloaded CD image for i386 and burned it and booted it I think I shall not encounter such a question Why SHA256.sig isn't on CD? Thanks to all those who reply (replied)!!