Please! i need urgent and good help!?

ok i bought a cd containing collection of gta{grand theft auto} named"GRAND THEFT AUTO:: SAN ANDREAS" but its installation process is help under ms dos i beleive. but i dnt kno why my computer just starts ms dos for a second then closes it! is there any way to change its installation format or install somehow?? please! begging for help i want to play this game.