"file not found" error

I have a project in vb that I put on a cd. This cd consists of a visual basic executable file and inside my code it will launch an install exe.(acrobat reader). Well it works on the cd and my hard drive on Windows NT, but on Windows 95 it works on the hard drive but not on the cd. I put an error handler in it and it said "file not found". How is it that it can find it on my cd(windows NT) and windows 95 hard drive, but not in windows 95 on the cd. Hopeing someone can answer this, this is nervewrecking!!

Thanks