Running Setup.exe To Load A Software

I attempted to load a sports training software from
a CD to my home PC. I’ve tried to use the Run option, from start, and the Setup.exe that is on the CD. Neither would load. I do get a error msg. I do not have access to this msg at this minute.
I was able to load the same software from this CD
using the setup.exe from within this CD on to another
PC. It worked fine.
Why would it not work on the first PC? What should I look for on the first PC to change/correct?
I am using Windows 98
Thanks for info.