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Paradox doesn't have it, but computer game stores might have it in their 'cheap games' section, since it has been re-released a couple of times as a 'value game'.
But unless you are looking for EU1 in particular, I would suggest that you look for Europa Universalis II instead, since it is quite similar. EU1 is somewhat easier to learn, but the EU2 forums should still be a friendly and helpful place to ask questions in.