FYI, I had a very difficult time installing GalCiv II on Win2K from a retail copy of the Collector's Edition.
CD Autoplay was off.
Double clicking setup.exe or Autorun.exe both failed rather aggregiously and required reboots. Eventually, I got it to work by logging on as a administrator (which may not have been necessary), opening a command window, moving to F: and typing Autorun.exe.