This is usually a pretty easy thing to do. Unfortunately, many manufacturers make lame installation disks, requiring you do do some of the work manually.
Some installation programs are very particular as to what they expect.
Some will halt if these files aren't already present on the hard drive. If you run into problem, keep this in mind. If you are installing Windows 98 and have a Win98 system disk, then booting with this system disk should give you a menu. This menu allows you to boot the system with CD-ROM support automatically, without having to go through any of the following trouble. In this case, feel honored, and skip this step.