Use Latest version Of winrar or 7-Zip to Unzip The Game File.
Extract To Short Paths Like C:\Games Or D:\Games
Go To The Extracted Folder And Double Click On The >MakeDesktopIcon< File.
Start The game from the desktop.
Simple as that :
Play > EVERYTHING<
When You no longer want the game on your Computer, delete the extracted folder and the desktop Shortcut..
Use The Directx9 websetup file to Update Your Directx9 > IF Needed< >Internet Connection Required<