Are you just putting in the disk and it's running automatically? Or are you exploring the disk contents and clicking on an install to run it.
Looks like you may have tried running something other than the main install program.
There is a lot there to do with adminitrative install, so are you administrator of your computer? Either log in as administrator, or else right click on the CD drive (D: or whatever) and select explore, find the install program (probably setup.exe) right click on that and say Run as Administrator.