It sounded like you had it installed already from the first post, and just couldn't play it (considering you clicking an icon to play the game). Is it not installed yet?
If it is installed, did you install it from your own disc and get the ISO from the net? Discs in different regions are different, and might not react to different installs. You should make an ISO of your own disc. If you have your CD key, you can associate it with your Battle.net account and simply download the no-CD patched game.
In order to patch it you must either download a patch file manually, or logon to Battle.net (which would require the disc the first time).