If it's currently installed, and not working properly, uninstall it first.
start-->control panel-->add/remove programs-->select the game, and click uninstall
Then install the game:
If it's on a CD, insert the disc-->go to my computer-->double click the drive with the game in it. It should give you a install/setup option.
If it's a downloaded game, double click the icon, and look for the setup/install option.