A few thoughts.
1. Can you run the game itself fine on your computer?
2. If no, whats wrong with it?
3. Try running the construction set again,
write down the errors that it presents you with, post them here, as suggested above.
4. Check minimum requirements on the box, and what your system has, as suggested above. If you don't meet the requirments, you may simply need better hardware. I bought the game and had to wait 1 1/2 years before I had the money to get a computer that was able to play it. Last time I simply bought a PC game without checking the requirments.
5. It IS possible to get a bad disk. The way they mass produce the things, defects occur in production, and damage occurs in packaging and shipping. Check for scratches first. If there are some, could be your problem.
6. You could have a problem with a corrupt hard drive too, which is unlikely, but I let a friend use my system while I worked and the power went out, fried my HD and when I got home to play my game, EVERYTHING errored randomly until I figured out what was wrong. He decided to let me know about the power flickering when I start tossing stuff about the room and cursing all of the errors.