A drop box will then appear: one of the boxes you can select is 'Run As Administrator', click it and accept the next thing that comes up. To install properly, go into the disk and right click on the setup.exe. You need to do everything with admin permissions. If the game is messing up and giving errors, first check you installed everything in the right order: first Morrowind, then Tribunal, and Bloodmoon last. If you have trouble or not, you should make sure your game is fully patched and that your drivers are up to date.
