Ok so i got the goty morrowind i put the cd in and nothing happens so i run setup.exe and then a window pops up and says Please go to the control panel and configure system cpmponents. I have no idea what to do. i know how to get to thee component screen and everything but after idk what to do.

Sadly, I think you may have fallen victim to one of the Bad CDs. After GOTY was released, a significant number of the CDs simply failed to function. Theres no way to fix this. All I had to do was bring it back to Best Buy and tell them the problem, and they gave me a new one which worked just fine. If you held on to your receipt, you could probably get any store to do the same without a huge amount of hassle.