You didn't mention what game but since you mention 'crack' files I presume you got the mdf and mds files from GameCopyWorld as a crack?
If so, they are most likely a 'Mini Image' which needs to be mounted in a Virtual Drive.
When mounting the 'mds' file into a virtual drive it will appear as a proper CD/DVD image but it is actually only a very small section of the DVD, the mini image only contains the Copy Protection which tricks windows into thinking you have the real CD/DVD in the DVD drive allowing you to play the game without using the real discs. A game cannot be installed from a Mini Image but it will let you play an already installed game.
Hope that is understandable.