Okay, to answer my own question: Install it in Safe mode (to do this, restart your computer and hold down F8 after your BIOS)
You may have an error involving ir50_32.dll when trying to install- if you do, go to C:\Windows\System32 and rename this to ir50_32.dll.back (You may have to Take Ownership to do this). I believe this file is created by CC installations, and you'll probably only have this error if you have other CC games installed. CC4 will create it's own version of this file.
Make sure you run your shortcut in XP compatability, and hey presto: after an hour or so of hair pulling it finally works!
Hope this helps out someone else with the same problem.
I had a ton of trouble installing this on vista, no probs with any of the other CC games 1-5 though. Just posting here in the hope that someone else has a fix for me...maybe. I've tried running in every compatability mode ever, but regardless setup.exe on the cd won't run. When you execute it, it looks as if it's loading then stops. It says in task manager using 1-2MB of memory, unchanging.
Hopefully one of you guys has overcome this same problem...thanks in advance!
In August of 2004, Zappi, Homba, Bambam887, RedScorpion and MOOXE all pitched
in to create this Close Combat site. I would to thank all the people who have visited
and found this site to thier liking. I hope you had time to check out some
of the great Close Combat mods and our forums. I'd also like to thank
all the members of our volunteer staff that have helped over
the years, and all our users that contributed to this site!