Unable to install Visio for Enterprise Architects

On my company we all have Entererprise Architect MSDN licences, that means we can install the Developer studio software on our home PCs. I needed to do some programming at home so I proceeded to install VS EA... it worked ok, but how on earth do I install visio? I have the CD labeled

(Visio for Enterprise Architects)
Enterprise Architect 2002 Disc 5 out of 16

All it says when I input this cd is that I need to have Enterprise Architect installed, but IT IS INSTALLED!!! And the installation is not corrupt, every part of the software is working fine! I can install all other software without problem (SQL Server, BizTalk, SourceSafe) but Visio refuses to be installed.... and this is the program I really need at home, to do UML modelling. Most of the coding I do at work anyway, but I live quite far from work, so when I am in a design phase, it is very convinient to work at home...

any help?
Henrik

Yeah, Microsoft makes is a little bit tricky in that respect. They want the install to be run by the installer off the first cd.

I don't have the same CD's you do (I use open license) but usually on the cd's there is a folder that contains the actual setup.exe. Sometimes the folder is called Setup and other times is called by the app name (and then with sub folders under it).

If you browse the Visio CD, you might find the actual setup program to run the isolated install.

HTH