Trouble with a game that semms very odd.

[devilsminion]

The game is Soldier of Fortune - D H. When at first I tried loading the game the evox kept saying first init then it would say no disk. So I tried cleaning even though it was new and put it back in then it showerd init then game then no disk. I fired up the FlashFXP then after a couple of efforts seen the files in the d I went to transfer then but it took like 3 seconds and just had two empty folders no files.

Now I can't seem to get the game to work, it won't load although once I did get the loading page up.

Now the game is brand new, just bought. Now they have a no return policy on software after it is opened Is it possible to have a defected game?? I never ran across this before!!