The i386pkg?.iso files contain packages, not the NetBSD OS.  In (roughly)
the same place as the pkg?.iso files, however, you can find:

 ftp://ftp.netbsd.org/pub/NetBSD/misc/iso/i386cd.iso

...which should be a bootable CD image for NetBSD.

(You may still want to hang onto the pkg?.iso files, but you won't need
them for installing the basic OS.)

What others answering your question failed to point out (that I could see)
was that you do not need mkhybrid, nor mkisofs, to use any of these .iso
files.  Someone has already used mkhybrid or mkisofs to manufacture these
CD images.  All that you need is a program that is able to take an ISO
filesystem image and burn it to a CD.  (And a CD-R/CD-RW drive...(^&)  
This fact was meant to be implied by the .iso filename suffix.

If you have access to a UNIX-like system, you should be able to use the
cdrecord program to burn the ISO image onto a CD.  If you are stuck with
MS-WINDOWS, I'm not sure what tools you can use to burn a (pre-defined)
filessytem onto a CD; I've never used any MS-WINDOWS CD tools.  Look for
options/actions relating to ISO filesystems, ISO 9660, filesystem images,
or such.  There may or may not be a way to do this.  Such options/actions
MAY permit you to burn a bootable CD from the existing image.  (Realize
that there are actually several flavors of CD filesystem
formats.  MS-WINDOWS options mentioning ISO filesystems may refer to the
creation of a new ISO filesystem, as opposed to using an already-created
filesystem.)


An alternative is to build your own bootable CD image from the various
pieces.  You will need:

ftp://ftp.netbsd.org/pub/NetBSD/NetBSD-1.5/i386/installation/floppy/boot-big.fs

 This is a 2.88MB bootable image.  There's a 1.44MB image for more typical
 floppy disk drives, but you should be able to use the 2.88MB for a
 CD-ROM.  This will provide more support during the installation,
 typically.

 You have to tell your CD-creation tool to use such a file as your boot
 image for the new CD.

 (Alternatively, you can use either this or a 1.44MB image and another
 tool to create a bootable floppy.  The floppy can then be used to
 mount the CD and install from the CD.  Obviously, if you only have a
 1.44MB floppy drive, you can't use the 2.88MB boot image on the
 floppy. (^&)

 This file, as I said, is the ``boot image'' which will be loaded
 during your system boot.  It will set up a minimal NetBSD working
 environment in which to run the NetBSD system installation tool.
 (The installer is part of the boot image.)  After the installer
 has been run correctly and successfully, you should be able to
 reboot to a fully installed NetBSD system.


ftp://ftp.netbsd.org/pub/NetBSD/NetBSD-1.5/i386/binary/sets/*.tgz

 These files make up the NetBSD binary distribution.

 The are compressed archives of all of the files required for normal
 operations.  The system installer should know what to do with
 these files.


ftp://ftp.netbsd.org/pub/NetBSD/NetBSD-1.5/source/sets/*.tgz

 These compressed archives provide the sources to NetBSD 1.5.

 You won't need the sources for normal installation, but you will
 probably want to trim down your NetBSD kernel (and/or add some
 features that are normally turned off).  This doesn't require
 actual programming, but does require a copy of the system sources
 (so that you can recompile the system after making a change).
 Also, you might (depending on your background) want to look at the
 sources sometime---or even make a source-code change.

 The chances are pretty good that you'll eventually compile a custom
 kernel, at least.  You might as well download the sources now, so that
 you'll have them on CD when/if you want to install them.


Also, in most of the directories referenced above, there are README
files; please read them.  Likewise, in
ftp://ftp.netbsd.org/pub/NetBSD/NetBSD-1.5/i386/ you will find several
INSTALL.* files.  The .txt file is plain text; the others are alternative
representations of the same material.  You should read at least ONE of
those files, and probably should include at least one (maybe all) of them
on your CD for later reference.


I hope that that helps some.  Please ask again if anything was unclear, or
if you get stuck at some other point.


  "I probably don't know what I'm talking about." --rauch@eecs.ukans.edu