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If memory serves, that file has to do with the copy protection.

Are you installing Gold or NE by itself ('cause I'm not familiar with Gold so I don't know if it has a separate CD for NE or not).
 
I had a similar problem trying to install Majesty on an old laptop.
I think my problem had to do with conflict between copy protection scheme and the CD drivers.

My solution was to install it on a different computer.

I had an original version though, so it might be different with the gold edition.