hhhmm
Try EITHER one of these:
•Opening "my computer" and double clicking on the PES5 icon which should be in one of the drives.
•Have you bought the game on a DVD-Disc and you don't have a DVD-Drive. (i don't know whether the game comes on more than one format, but that might be the problem).
•Goto "start" on the bottom left of your screen and scroll to "run". Then type D:/setup.exe or D:/install.exe or whatever.
•Or, goto "My computer" again. RIGHT-click on the Icon of the game in the disc drive. (D, or E, or F or whatever), then select 'explore'. Then search through the files on the CD until you find "Setup.exe" or "install.exe".
I don't have the PC version of the game, but i'm guessing that might help.
Also make sure for in the future you have "Run Autorun" ticked in your D(E or F) Drive settings. - which ever one reads your Cds/dvds.
I hope that helps. (if not a bit to obvious, im sorry)