If you drag files from a CD-ROM to a Windows computer (perhaps you burn your own CDs to distribute your software), all of those files will be set to Read-Only, and being Read-Only will prevent a lot of programs from running correctly.
To fix this problem, you can right-click on the files involved, choose Properties, and turn off the Read-Only attribute. If you are burning your own CDs, however, it is probably better to include compressed files on the CD. This is because the files in the compressed file will be decompressed with all their original attributes unchanged.