Command & Conquer Red Alert

Go back to the EA website where you downloaded it. They offer a link that gives you the best install help. Firstly though, find a virtual drive emulator that allows you to mount a CD image and run it. I personally use Daemon Tools lite (the free version), as it's rather simple and it works well for being free. It doesn't matter too much what you get as long as it works.

When you download the files, you can't just install it as is, because your computer doesn't recognize it as is. If you use the virtual drive emulator program, and install it normally (but under compatibility mode for windows 95), then you shouldn't have problems. HOWEVER, you do have to mount the CD image every single time you run it (Daemon tools uses a taskbar icon to make it quick to use, so it can be integrated into your OS's shell or in other words it's standard running programs) or else it says your CD isn't in the drive.

You can also burn the image onto a CD, and then you just have to run in compatibility mode, and if that doesn't work, there is an install assist program on that website for CD users. Hope I could help.