Enter your CD-ROM in the CD-ROM drive.
When you see the following screen, hit "install":
Click "Next"
Click "Yes"
If your computer meets the minimum system requirements, click "Next"
Enter your product key (it can be found on the inside of your jewel case)
If the CD key is correct, you should see this screen, otherwise, you're a naughty boy.
Click on "Browse" if you want to set the installation folder, otherwise click "Next"
Choose the name you want RtCW to display in your start menu or leave default
Click "Install"
Click "OK"
If you would like to have shortcuts on your desktop choose "Yes", otherwise chose "No"
Choose "Register Later" and click "Next"
Hit "Finish" to quit installtion