Once you have downloaded the CD you need to actually burn it to CD using a CDR drive. This is part of the copy protection. Although I haven't tried, I suspect any of the CD emulators would work with it as well.
Let me know if you have any problems.
You have to make sure that size of your fonts is set to "small" or "normal" in display properties. Also, old versions (at least, don't know about more recent ones) work normally only under win9x, not NT or W2K.