What program do i use to open up an installer for a game?

I recently bought "Home World 2" for my PC and have experience problems with trying to install it. Before i bought the game my computer has had several annoying problems with it, one of which is the fact i have to "rick click" and "run as administrator" to make anything run. So to install this game i have to run as administrator the "CD shortcut". After i do this the installer shows up and i click "install game" but then i am prompted to pick a program to run the installer and i have no idea what to click. someone please help!