#3 - Dec. 26, 2012, 8:59 p.m.
Cynris,
When you start the installer for World of Warcraft it will connect to the internet and start downloading the latest launcher program. That's probably what you see installing first.
You should let this continue to install so it can start downloading the rest of the game. If you have the Mists of Pandaria DVD, then use that to begin the installer. Otherwise use the website installer. None of the older DVDs should be used since they are all obsolete.
If you encounter an error when installing, can you please describe what happens?