"speculative advice punts", so here goes...
perhaps the files are contained withing "cab" files, (which are similar to "zip" files), on the CD, which is why you couldn't find them.
I presume you know what the missing files are called? Assuming you do, and they are in the cab files, you can search the cab files quickly using a prog called "zipscan" click here
You may find that the cab files are, in fact, already on your C drive, usually C:\windows\options\cabs.... (I think!)