This is an indication of a read error. Inspect your disc and try to remove all scratches, smudges, marks etc. It may be a fault of the drive itself, in which case you'll have to replace it with a functioning one.
This often occurs with burnt copies of the game - especially those created with Clone CD. If you have an illegal copy, we can't help you. Go out and buy the game if you expect it to work for you.
Or try to all non-essential processes, including anti-virus and Window Blinds. Alternatively, empty the temporary folder on your hard drive (typically C:WindowsTemp). Try also to close any emulation-type software such as Clone CD/DVD, Nero Burning Rom or Daemon Tools. Even more, if you are using Windows 98 or SE, turn off Active Desktop (if it is on). One last thing, if you have an alternative disc drive, try installing from that. Some drives have compatibility problems with newer copy protection schemes. You should also update the firmware drivers for your disc drive.
Answer me this too: is your game original? Where you've got it from?