The first versions (200X) had some challenge at times. Starting from locating the installer for the right edition and the license. Then minimal setup to have a working environment was split in 5 different installer/projects to be executed in orders (one VS pack per language + the Windows SDK + the debugger kit + the ATL/MFC package + the driver kit [if you dev drivers] + the DirectX SDK [if you need it]). Then configure some PATH and libraries to link together all of that.
Last I checked, in 201X editions. A lot have been regrouped in a single setup. That's enough for most developments. And the optional packages have auto detection (and it ain't fucked it you run it twice).
So the MSDN subscription is different. The MSDN subscription is the full Microsoft catalog of software. Every version of Visual Studio, every Windows, Office, MSDN documentation; it's literally everything.
The parents above were talking about just installing Visual Studio. When you purchase Visual Studio it was usually 2-6 discs in my experience (most containing the MSDN documentation). But the MSDN subscription is a very different beast. Granted there should have still been a Visual Studio disc for a specific architecture that you were using and your group should have known if they're using Professional, Team, etc as you'd likely need the same.
That was a fun misunderstanding though :)