Just to be sure, even if it doesn't automatically run, have you tried manually installing the game?

Not familiar with that particular game, but they almost always have a file somewhere on the CD that's called setup.exe, install.exe, game.exe, etc. that you can double-click to run the install. 

If that works then it's just a problem with the Autoplay/Autorun, which is probably fixable.

I opened the disk drive folder and clicked on the folder that said "AOM".  (This is the game folder, short for Age of Mythology)

After that it listed several languages and I chose English.

Once I chose English it will not load further and a popup explains that "Windows explorer is not working"

If this was a problem with AOM specifically,  the web should be full of information about it, but I'm getting nothing.   And not a whole lot for the error itself on XP.

This is pretty much shooting in the dark, but here's what I would try next if it happened to me: 

1)  If that error popup gives you an option to check details, see if it lists the source or file name of the error.

2) If you have a different game or application CD, try that and see if you get the same error just to see if it's a more general problem

3) Try installing the CD in Safe mode:  press F8 at the boot screen until you get the safe mode option.   If it installs OK, then something running in normal mode is interfering with the install, possibly something like your antivirus software.

4) Try some system restore points (Start - Programs - Accessories - system tools - system restore)  to see if there's a date when it does work.  That may at help pin down what changed  to cause the problem.

Alexandra, thank you so much for taking the time to help me, I really appreciate it.  I'll try those now.

You could try your "run" command to start the setup.exe on the disc.

If your game is on your d drive - try this with the run command:

d:\setup.exe -lgntforce

This will force the game's .exe setup to install if you are trying to install a older lagecy game on Windows Vista.