Do you see the patch when you navigate to the disc?
It's the patch you have to double-click, not the drive letter.
You may have to copy the patch to the game folder before running it. If it's ***this one***
, it's 10 years old.
If you have Windows 7, you might have to right-click the patch and choose "Run As Administrator." Even before that, you may have to uninstall the game (if it installed to Program Files) and install it to your Documents folder instead.