installing a windows app

I am trying to install Visual Foxpro 3.0 from a CD.  I understand that I 
cannot run it from the c: drive when the windows programs are.  Problem 
is that I cannot run setup.exe because it is not set as executable, and 
I cannot set the executable bit because the program is on a cdrom.

By the way, I am trying 3.0 instead of the 5.0 and up versions because I 
don't think linux was arround then vfp3 was, so ms propably didn't do 
anything to keep it from working.
In cause anyone need to know, I am funning ubuntu 12.10 and the latest 
wine version (1.58?)

Help?