Check how the game is distributed. If it's an installation disc, you might need to start the setup procedure manually because the autorun might be turned off. Just browse to My Computer and right click the drive with the CD and select Explore. Locate setup.exe and launch it. If you have compatibility problems, try setting the compatibility to Windows XP. On a side note, it's also possible that your CD is scratched and the reading device has problems accessing it.
