I'm a new Linux user. I have Wine installed in my Ubuntu distro.

I have a program (Windows XP compatible) that I want to install from my
CD drive. When I click on the setup.exe program, I'm told I need to
change permissions. But I can't do that -- I've tried to change the
file status from read only to read and write, but it doesn't let me do
that, either.

I don't know if this is a function of the idea that I can't write back
to the CD drive. Is this the problem, or is there something else I need
to do?