The Immersion version is a binary with a .cue file that provides access to it. You have to mount the .cue file in a virtual drive. I use PowerISO, but there are other programs like Alcohol or WinISO for example.
Edit: WinISO can also convert the binary into a ISO file.
No F_Wolf. You don't have to mount the .cue file at all to play Disco. I haven't, but I don't think I started it as vanilla, and just went straight to mod. All you have to do is get MagicISO and extract the files. Shouldn't have gone to .rar files though.. I don't know. Just extract the .rar files and run setup. As long as you can get to setup, your fine.
I dont said that you have to mount it to play, but to install it. As long as you use a no-cd exe, like the one that comes with the Immersion version, you dont need to mount it anymore after you install it.