Click on "My Computer."
That opens a window where you can poke around in the files found on your computer.
What you need to do is Click on My Computer twice. That opens two windows. (Move one of them, because they are superimposed, by dragging the blue bar at the top. Then, on one of the windows, click on:
House of Tales
Mystery of the Druids
Now right-click in that window and choose New> Folder. Name it Disk1 (no spaces)
Right click again and create another New Folder named Disk2
Look at the other My Computer window. Is the CD "The Present" shown in your CD-ROM drive? If not, put it in the drive (when the game startup box appears, choose "exit")
Now drag the icon for the CD over to the other My computer window and drop it on the Disk1 folder that you created.
Do the same thing for "The Past" - drop it in the Disk 2 folder.
You will need a CD in the drive in order to begin the game.