Panda...
First...step one
List what brand of computer you have...
List what type of CD or DVD drive you have
List your hard drive speed
List the amount of RAM you have
List your Processor speed.
List your OS (if XP list if it is XP Home or XP Pro)
How old is your DVD drive? I'm thinking it may be related to that.
Finally, and this is what I SUSPECT could be the REAL culprit if you are using WinXP.
There are two accounts in WinXP. There is the administrative account, and then there are the other accounts.
If you are on a normal account on an XP machine, you can browse the internet, you can play games, you can do all sorts of things...BUT YOU CANNOT INSTALL OR UNINSTALL games. Period. At least in my experience you can't.
You can only do that from an administrative account. I suspect you are on a non-administrative account...at least that would be my first guess. This would apply to both this question you asked in this topic, and the one that you've already asked about the uninstallation.