This can happen under Linux, when you mounted the CD with the wrong flags. You then get a 'Permission denied' error message. To solve the problem, open the file /etc/fstab and search for a line like the following:

/dev/cdrom   /mnt/cdrom       iso9660 ro,user,exec,noatime    0  0

Now make sure that you have the exec and noatime flags set, then remount the CD.