Most, if not all, Command & Conquer games have the Safedisk protection in the setup.exe as well as the main exe. If this game does too then you can either try to create a 1:1 copy using Alcohol (and also enable Ignore Media Type in the Emulation menu in the tray icon if you use it in a cdwriter.)
Or you can get a cracked version of the setup.exe and use replace the original one with the cracked version.
Also, have you labelled the cd correctly as it may just be cd-checks.
You should goto
www.cdkiller2002.tk and download cdkiller's ProtectionID, it'll tell you what the setup.exe file has.
Edit
Oops, typo with the address as shown below. Fixed now