it usually means you are a hacker and you dont understand what you are doing
you cant run the setup program whilst the files are ona CDrom(which is READ only)
so you DRAG the WHOLE folder to your pc and put it somewhere sensible.
you might then have inadvertently kept the READ only attributes of ALL the files
one of which might be a config file where say this game or whatever wants to
SET your video card spec into at a guess.
so you right click the folder, and choose properties
you then UNTICK the READ only and TICK the box that says
apply to all sub files and folders(or something like that)
and now all the files can be changed
then you run the install/setup, and it should work.