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#11
It wouldn't install from the DVD. You have to install it manually. Invoke a command prompt and type
steam.exe -install E:
That assumes that E: is the DVD drive on your system. Adjust as needed. Of course you need to be in the directory that steam.exe is in or include a fully qualified filename.
BTW, Steam.exe did install from the DVD autorun. If it doesn't, install it by running setup.exe from the DVD. It will error out, but Steam will be installed and then you can manually install the Game.