If you have more than one removable drive inserted into your computer, double - check the drive letter to make sure you're installing to the correct one! (howtogeek.com)
Prior to Windows XP SP2, Autoplay is disabled by default on removable drives, such as the floppy disk drive (but not the CD - ROM drive), and on network drives. (thewindowsclub.com)
(Or, if you chose to create bootable media on a USB drive, open that removable drive in File Explorer.) (zdnet.com)