no man, the CD when inserted will (autorun) try to RUN the game, & when there's no GAME folder (& its .exe), then its usual that it'll show that error.
@techgeek , follow the instructions of @stalker.
& you can also goto the Control Panel, Add-Remove Programs & try to Delete its entry. (just click unistall in add-remove progs., & windows will say its a invalid entry & delete it)