Please don't use capitals all the time its classed as shouting and its a bit more differcult to read as well. Could you tell me what game it is and what operating system you use, ie windows XP, windows 98 etc.
...please don't type in capitals - it is regarded as shouting!
Secondly, give more information - What's the game? Exactly when do you get the error message? Have you tried completely removing the game with Add,Remove Software in control panel? What version of Windows are you running? Sure the game is designed for your version? Have you tried it on another computer?
These thing need to be taken into consideration before you will get an educated answer.
...looking at the error msg suggests that a file on the disk may be currupt - i.e. not copying across correctly. Is the disk scratched? Examine it under a good light. If it is dirty/greasy, you may need to clean it, uninstall the game and have another fresh install.