I cannot get Rise of Legends to load to Ubuntu 10.04 from the CD

I am trying to load my old Rise of Legends game from CD to Ubuntu 10.04, but cannot get it to do so. When I try to run with the autorun prompt I get a window saying, "Cannot find the autorun program." I try to right click autorun.exe and get

Archive: /media/ROL DISK 1/autorun.exe
[/media/ROL DISK 1/autorun.exe]
  End-of-central-directory signature not found. Either this file is not
  a zipfile, or it constitutes one disk of a multi-part archive. In the
  latter case the central directory and zipfile comment will be found on
  the last disk(s) of this archive.
zipinfo: cannot find zipfile directory in one of /media/ROL DISK 1/autorun.exe or
          /media/ROL DISK 1/autorun.exe.zip, and cannot find /media/ROL DISK 1/autorun.exe.ZIP, period.

I have been running Ubuntu for just one day now and am a total novice, any help would be appreciated.