OK, XP, you have? I have not used windows in SO long, (Ubuntu Linux is my OS!) but I think DOSBOX is essentially the same in Linux as Windows, so I will try to help you out.
I will assume that you are using XP with C as your main hard disk.
1. Open DOSBOX. Probably something along the lines of c?:/Program Files/DOSBOX072/dosbox.exe
2. Enter
mount c c:/
3. Copy all the files from the CD to something like c:/mumgd (don't use anything with spaces, that complicates things greatly!)
4. (in DOSBOX) type
c:
and then:
cd mumgd
and then:
sierra
5. Come back here and let me know if that works
thanks,
LI!)