Well, the thing is, I can install on Vista on my brother's labtop, but not on XP. And it's the Fallout collection bundle thing, which is for windows '95 or '98.
Are you trying to install via the autoplay function? I know when I try to do it, nothing happens.
Abort the autoplay via the task manager. Go into the CD drive and find the install program and run it directly. If you have problems with that stupid mandatory advert you get after it's done, use task manager for shut it down. Game should run perfectly under XP.