Install Lexmark X125 Printer to Emachine Computer with Vista?

I have the cd to install the printer but it does not load properly. I was informed that I needed to go into the program management area and change something to allow the printer to work with my computer. Is this true? And if it is, what do I need to do. (Please give exact directions as to what I need to click on, etc.)
Thank you for your time and consideration in this matter.