I finally got the game to work. I was missing alot of files. I am still not sure what happen. Thanks for all your help. If anyone else has the same problem, this might help them.

You are also able to install the game manually, please
attend following instruction.

Note: You need WinRar 3.0 which you can download for free at

www.rarlab.com

Installation:

1. Please insert "Installation Disc 1" and beginn installation
2. Cancel installation at 1%
3. Open the CD with "Explorer" then go to [Disk1] folder
and unzip "imagelists.rar" to
"C:\Programme\DivineDivinity\Run"
4. If you will be asked to overwrite existing files, accept.
5. Insert "Installation Disc 2", there you also find "*.rar" files
I think (5 files), please also unzip them to
"C:\Programme\DivineDivinity\Run"
6. After that insert "Game disc" open [Disk3] and copy the folders
[localisations] and [static] again into
"C:\Programme\DivineDivinity\Run"
7. Unzip existing *.rar files to you'll guess it to
"C:\Programme\DivineDivinity\Run"