OK, try downloading the program you want to install. It looks like you have a partial backup-- unwise.exe is the uninstaller itself, and it looks like you removed the uninstaller.program.
Norton Systemworks install will put that back on, Office 2002 or XP or WordPerfectOffice 10 or CorelDraw 10 or 11 ditto. You could try to find the microsoft installer archives, or upgrade Internet Explorer to 6.1 when that comes out also. Needless to say you are not alone, many folks wipe their installer\uninstaller programs without thinking.
One more little thing-- did you double click it on a list of things of what's on the CD(In windows explorer or my computer?)?? IF SO, it happily tried to install from CD ONTO a CD that cannot be written to (it likes to put itself where it is run from given lack of instruction). That is the ohter way this sequence of events makes sense.
The Installer that puts programs on is called wise.exe, and unwise.exe typically uninstalls. You can many times, on a proper software CD, find a Setup.exe program to install stuff with, or on some CDs find an Autorun.exe or Autorun.inf file(the autorun.inf file can be looked at in Wordpad and then you know where the things it wants to run are, things like Setup.ex).
If you have none of these on the CD, your CD is not an install CD and very possibly may not be complete either. It might have parts of the program, but most wise installers stick program parts in various places (system and system 32and mfr folders and program folder itself are typical). If you backed up just the program folder you probably have about 2\3 to 1\2 of what program needs to run.
Good Luck.