Unable to install wrath of lich king

They had the same issue when BC came out. Turns out it was a grease mark on the disks. It sounds stupid but that was the problem. They had a bunch that got that on them. Try cleaning or borrowing someone elses disks to install. The disks don't matter only the cd keys are different. Another way around is to right click the cd drive and explore. Find install.exe and click on it. Your install should start then.