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Okay now that we are in the support forum, The first thing I need to know is what version of the game you have.
You can tell that by the publishers logo on the CD.
There should be 3 of them, Paradox will be one what are the other ones?
If you want to get a head start you can look through the self help guide that is stickied to the top of the support forum.
1) What drive letter is your CD rom?
2) If you hit Ctrl-Alt-del after the first time you try and run the install, does the install program show in the aplications or processes tab?
3) Does your system have an Intel CPU or and AMD?
4) Does the account your are trying to install it on, have administrator rights?
Well if you only have one account, then you have Admin rights on it.
I would suggest contacting Strategy First tech support, since they are the ones who write their own installer program. It may have something to do with Copy protection.