Hi,
Let's start with the simple questions first:-
You write "TRS 2006 discs" - that will be the CD version?
TRS 2009 is on a DVD - are you trying to read the DVD in the CD drive?
Ok, moving on, the DVD will start up automatically - but only if the drive is configured to allow "autorun".
Try using "Start" button, then "run" then browse to the DVD drive and find the "autorun" file.
Before installing, disable your anti-virus software (and it may be a good idea to unplug your internet connection for that time!)
All of this assumes that you have Administrator access to your PC - some users have restricted accounts (typically if there are several users of the PC - and some user accounts won't allow new software to be installed).
HTH
Colin