Yuri's Revenge HELP!!

[Sam2121]

I read here that the Setup.exe is protected and can be unprotected using Safedisc Cleaner 2. I tried, but I keep getting the message that setup.exe is not protected by safedisc.
I tried both the setup.exe's on the CD and they're both not protected. The executable is protected, but it keeps giving me the message to run the game from the install directory. The setup keeps asking for the CD and I've loaned it to a friend.
PLEASE HELP!!