It installs fine for me but then again, I've only tried the Collection re-release and the version available on Good Old Games.
Assuming you have the original disc, when you insert the disc into your drive and it finishes reading,
1. Go to "My Computer"
2. Right click the drive that the game is in
3. Click "Properties"
4. In the new window that opens up, click the "Compatibility" tab
5. Under the "Compatibility Mode" heading, click the "Run this program in compatibility mode for:" box
6. Choose an OS, play around with the OS's if the first attempt doesn't work