* Copy contents of respective directories <CD>\CDSOUND and <CD>\CDVIDEO to the corresponding directories <GameDir>\HDSOUND and <GameDir>\HDVIDEO.
You can't use those instructions if you don't have a CD to copy files off of.
Where did you buy the game from? It seems to be missing some of the game files.
You might try using Notepad to open the game.ini file and check and see if you see those lines anywhere:
CDDrive1=c:
HDDrive=c:
IDPath=\
CifTreePath=\Games\Stay Tuned for Danger\DataFiles\
HDVideoPath=\Games\Stay Tuned for Danger\HDVideo\
CDVideoPath=\Games\Stay Tuned for Danger\HDVideo\
HDSoundPath=\Games\Stay Tuned for Danger\HDSound\
CDSoundPath=\Games\Stay Tuned for Danger\HDSound\
It's possible they included the files but forgot to modify the game.ini file.