Silferon
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I understand. The thing is that the fourth game has 3 official releases (like the third game) and there are also pirated compilations. However, I haven't found (or heard of) a complete collection in one release, like the third game.
I would suggest this: install the game on another computer (where it will install and run properly) and then copy that installed game to your computer. However, if you have an operating system like Vista, 7, or 8, I can't guarantee that it will work – the game is designed for XP.