Without knowing what program you were trying to install I can't give you a specific answer. But frequently an installion proces will give the user an option to specify the type of installation you want. Some choices may be: 1)run the program from the CD, which installs a minimum number of files to the hard drive 2) install the program files only to the hard drive, leaving library and reference databases on the CD 3) installing the complete package to the hard drive.
Depending on the software, there may be a way to change your choice after the initial installation. Others may require a complete de-install and a re-install of the software if you change your mind.
Your message also gave me the idea that you may have copied the entire CD onto the hard drive without running - or even after running - the proper installation procedure. This will not work.
I suggest you check the manual, the help screens, and the README file for installation options.