I think what Lobo is suggesting is to copy the CAB files from your OS cd to a folder on your hard drive along with the windows installer file and .exe then you can run the installation from there.
As I am not sure exactly which files you need it may be better to do the next bit instead.
If you right click on the cd and select open you can select all the files and copy the cd across to a folder to install from.
Which OS are you using by the way