After troubleshooting for a while, i have decided to check back the Dell website. The solution is listed in the Additional information.
To address a browser limitation around downloading large files (see Microsoft KB article 298618: You cannot download files that are 2 GB or larger - http://support.microsoft.com/kb/298618), the Dell Systems Management Tools and Documentation DVD as a single ISO file is no longer available for web download. You can do one of the following to get the content:Never expect these important information is listed under Additional Information. Wasted 2 DVD and need to follow step 2 in order for the installation to work.
1) If you recently bought a server, please use the DVD that shipped with your hardware.
2) Download the two ISO file segments to a new, empty folder and concatenate them. Create a single DVD image file using the following commands:
Windows: copy /b OM* OM_620_SMTD_A00.iso
Linux: cat OM* > OM_620_SMTD_A00.iso
Learn a lesson..