Hi I have just brought a brand new PC CD Rom game called Pippa Funnell - Stirrup Challenge

It has 3 installatiopn discs and when I put in No1, after about 10 Mins I get and error
an error i/o error occured whilst installing
Its then says corrupt. What causing this prob.
I closed down my AVG and Zone alarm and it allowed me to go throygh to disc 3 but then stopped halfway through?

I have Win XP