How do I install Sega Smash Pack 2 on Windows 7?

So I get the little screen up, click Install, then when it asks if I want to install DirectX6 I don't because I already have DirectX11. So I click "don't install" and the window goes away. But then nothing happens. No install. The game is used, but basically in like new condition, with a few very very minuscule scratches. I ordered it off Ebay. My computer is a new Asus laptop with a Pentium Dual-Core CPU Processor, 2.30 GHz.