my programs don't want to cooperate (creative suite cs2) the 1st one works ok, but the second doesn

I downloaded the programs 1, 2, 3, 4 and 5 of Creative Suite CS2 and the 1st one worked, but when I tried the second CD, it wouldn't go in the same folder, it would go anywhere else in the sys. but where it should go, next to the first file, can you help?