Hi robreader666,
Admin-Amir is spot on the mark.
Just in the form of explanation: In order to 'run' UE2.3 you need to boot from the DVD - not run it through Windows. There was a way to run it through Windows using a thing called Wubi, but we wont confuse things by talking about it.
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Place your UE2.3 DVD in your drive and restart your machine. During startup, you may notice a message to press [DEL] or another key to enter setup/Bios/Cmos settings, and once there, you need to look for your boot priority settings. Make sure your computer is set to boot from the CD before it boots from the HDD - this way it will start Ultimate Edition from the DVD.
Once it boots from the DVD, choose your language, then choose to try Ultimate Edition without making any changes. Your Ultimate Edition should now load up in a Live environment for you to experiment with. Whilst in the live environment, you will notice an Install icon - this is what you use if you wish to install Ultimate Edition on your HDD.
I hope this explains things a little better.
Cheers.