You are installing your genuine, registered version of FS 2004 into your computer?
Pop them into the CD Drive in the correct order and everything should work OK!
The "other" CD you mentioned is a cracked, small, non-legal, add-on program version to run FS 2004 without the 4th FS 2004 CD inserted.....
...assuming that the legal version of FS 2004 has already been installed, and running!
The "other" CD will not install the full FS 2004 program...it is merely an add-on to the original installed program.
You do have/own the complete Jewel Case of all the original FS 2004 CD's?....
Win 8.1 64-bit. DX11. Advent Tower. Intel i7-3770 3.9 GHz 8-core. 8 GB System RAM. AMD Radeon HD 7700 1GB RAM. DVD ROM. 2 Terra Byte SATA Hard Drive. Philips 17" LCD Monitor. Saitek Cyborg X Fly-5 Joystick. ...and a Briggs and Stratton Petrol Lawn Mower.