For users who have buildpkg enabled, ut2004-data should output a warning before simply attempting to make a tbz2 of the 5GB or more of data it's trying to install. I canceled the install with about 1.5GB of compressed data in /usr/portage/packages/All, at which point it had been working for around 25 minutes. Considering this length of time the user has to either wait the likely hour or so until it finishes or cancel it and start again with the cds.
ut2004-data does already warn that it's huge. You might want to watch bug 142579.
Tristan is right. The notice about the package taking up more than 6GB should be indication enough.