Program won't play on my PC

I Have a Program on a CD and I Can't Get It Too work On My Computer is There a way I Can get the Program to work, I Have XP Professional and Have put This exception in my firewall and It still won't work can anyone help me too Get This Problem fixed

If it does not automatically open then go Start/Run and click the browse button to find the CD Drive and open it from there then find the Exe file that opens it by a click.