As soon as you get the install screen check install.
Enter the registration code
Agree to the License Agreement and the End User Agreement
Select the folder where you want to install NHL 09 to.
I always suggest to install NHL 09 in a custom folder and not the suggested folder. This guarantees a problem free installation of your AddOns.
In my case I selected drive M and folder NHL 09
I never install the Download Manager
The game has been installed and can be played.