Let assume that it's the CD ROM and not the CD ROM reader that have a problem and that you can read some other CDs.
Can you read that CD on another computer?
Make sure that the CD is clean and don't have any scratch.
Make sure that you put it correctly into the drive.
It's probably made for a PC running windows. Are you running Linux or using a Mac?
The disk may be deffective. Go to the store where you bough your product (camera) and see if you can get a replacement CD. Try contacting Fugi Film and see if they can send you a new one.
Electro
April 2011