Certainly what you're doing is not supported. It really sounds like HP/UX is not preserving the case of the files on the DVD. That is, the setup script expects to find a configureMe file in the root of the DVD, and this isn't there. I think "cdcase" is making all of the file names lowercase. If you absolutely cannot mount the DVD on a Solaris machine, try mounting the DVD with:

/usr/sbin/mount -F cdfs -e -o ro,rr /dev/dsk/c0t1d0 /cdrom

That should preserve the case based on the Rockridge Extensions. Then, to properly copy the contents to disk, use tar:

# cd /cdrom

# tar -cpf /path/to/lms.tar .

Then, copy the lms.tar file to the Solaris machine, and untar it with:

# tar -xpf lms.tar