Hi,
On your CD, do you somewhere have folders named TERRAIN, MAPS, ROUTES, SOUND etc.?
If you do, just start installing OpenXCom as normal (I mean OpenXCom, not the original game), and when it asks you for path to the original game resources, just tell it go to your CD drive. (These files are only needed because OpenXCom doesn't have them for copyright reasons and needs to pull them from the original game.)
If you don't have these folders on your CD, you'll have to extract them somehow or get them from a different source.
Let us know how it went and if we can help any further.