Hi Jenny, I copying the files to my hard drive, clicked on Set Up and had the same result. Greyed out Game Data files.
The purpose of copying to your hard drive is to find out if your computer can read the files on the hard drive. In this case running the install from the files on the hard drive probably wouldn't work.
When it installs either from the disc or hard drive, back, next and cancel are greyed out.
Do you have an antivirus or antimalware program running in the background? Antivirus may block files from installing without telling you they're being blocked.
After around 10% the progress bar jumps to the end and the window appears-game successfully installed... When I click on the desktop icon nothing happens, if I click on the same icon on the hard drive, two text documents appear very briefly 'stderr' and stdout' both are 0KB.
According to this
http://www.cplusplus.com/reference/clibrary/cstdio/stderr/those are both C++ files. It sounds like the game is coded using C++. But you should never see those files when you're starting a game. You definitely have an incomplete install. If the problem isn't an antivirus or other anti-malware program running in the background, then you may have a disc with bad files. Even though the disc is readable, the files could be bad.