My games are pausing and running

SOURCE: I have a new game Womens Murder Club, but cant start it up

After inserting the disc a auto play should activate and a setup menu should be displayed. You can then install the game. You can also open the CD drive find and select setup or install from the files on the disc. After the game is installed you can insert the disc and a menu should come up and "play game" or something of the sort should be displayed.