I really do need help with this.
IIRC, Fallout will not install on WinNT, Win2K and above, using the installer on the CD, but its an easy matter to simply copy the files from the CD, manually update the config file, and run the game.
There might still be a tutorial for this on NMA.
**Edit:
Here we go..
http://www.nhttp://www.gamesas.com/bgsforums/index.php?showtopic=1020904&st=0&gopid=14775921ma-fallout.com/article.php?id=1593