One thing to try, make a temp folder. ( name should be same as label for cd#1)
Then starting with cd#8 copy to temp folder, work you way up to cd#1, saying yes to overwrite any files already there.
IF you have it already installed, uninstall it, see if the install works from the temp folder.
( make note if there is any autorun.dat, MSI file etc ) if there is archive with winrar
upload it to the forum here.
Another thing you may want to do is take a screenshot of each cd with files/folders listed, along with file sizes etc.
Post back if you have any issues, so we can further help
EDIT:
Just googled this ancient game, here is a page specific to RUNNING this oldie, NOT converting but how to run it in
compatability mode.
Code:
http://home.earthlink.net/~infernofilecabinet1/XpSetUpWalkthroughsA_E/BDahlia_Setup.htm