I just bought the game from eBay still in plastic. When I finally pop it in, no download box appears. So now I can't download, thus causing me to not play, ultimaly, I just wasted 20.00 .
If it helps, I have a Dell Dimension 4600.
Maybe you simply don't have Autorun turned on for your CD drive? Presuming that you're running Windows, try opening Windows Explorer and selecting the CD Drive. Generally speaking, there'll normally be a file called 'setup.exe' or 'install.exe' which you can manually start by double-clicking on it.
If you're planning on running the game in ScummVM, though, there's no need to install it. You could just copy all the necessary files from the CDs to your hard disk. (The README file has some more information about that.)