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Showing developer posts only. Show all posts in this thread.
Most of the issues you mentioned are installer related, the installer is written 100% by Stategy First and thus beyond Paradox to suport. Further the release you purchsed is released by SF and not Paradox, thus SF is responcible for it's support.

However here are somethings which will help you.
Rename the AVI folder to AVI_back, this will skip the intros and keep the buggy Bink player from ever loading.
Also set you color depth to 16BIT and make sure you have no programs like Messanger/ICQ, E-mail, or Virus protection running.
 
I see there is a patch on the SF site for the Conquest pack.