Open My Computer, right click the drive icon which contains PSE9 disc. Choose Explore and from the content open folder named PSE9.
Look for 'setup.exe'(a blue box with PSE9 on it). Double click the icon and set up should start. From there follow as instructed.
*When prompted, type in your code number, Adobe does not let you copy and paste. They are fussy about these things.
Hope this helps.