When I say 'Yes', it takes me into the game, while changing the color scheme of my desktop to windows basic for some reason.
When I say 'No', it tells me that 'Fallout 3 does not appear to be installed and the installer could not be found. Try exploring the DVD-ROM drive and selecting setup.exe to install the game.
I'm afraid I did something funky when I was messing around, trying to fix a problem with frequent crashes. This was a while ago, but I'm pretty sure it had something to do with the game using the wrong number of processors (IE 3 when I had 2 or something like that.)
It's by no means debilitating, and I'm able to play the game without any major problems, I was just wonder if there was a reason for this weird quirk.