Lewis, before you do anything you need to have DX installed. Then you need to patch it up good with whatever patches you can find (try all of them first and worry about whether they're necessary afterwards).
Then you need to have a complete and uncorrupted setup file for Cassandra, which you then run. Cassandra should install.
Then you need to run the game from the discrete menu shortcut that it pops into your program groups.
If you do all that, in that order, and you still get an error message you need to write down what the error message is and come back and tell us.