The disk is locked error message appears because you started your computer from CD. While a majority of the FaxSTF files are installed to the folder you specify on the computer's hard disk, some of the files must be installed into the active system folder. When you start up from the CD, the active system folder is on the CD which is considered locked, so the installation fails.
To install the software, restart your computer from the hard drive then launch the FaxSTF installer.