Unreal 2004 Troubles

I bought the Unreal Anthology today. I played all of them up to Unreal Tournament 2004 and they work fine. But when i try to play an instant game on UT2004, the loading screen pops up for about two seconds before an installer for “Microsoft XP Plus!” appears in the background and the start bar shows up. At this point i try to get to the installer to click cancel or whatever, but it doesn’t do anything. I Downloaded the demo last year, and that worked perfectly. Does anyone else have this problem? Or do you know how to fix it?:spin:

Ok. I figured out that I have to start in windowed mode, and when the installer pops up i click cancel. This gets annoying, does anyone know how to stop it?