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I know this problem also. I have the original game on CD, and there's a patch for it. When I install it, there's suddenly copy protection on starting setup.exe or war.exe, without any answers on it in the manual or like. So what I did? Simply started the setup trying the most logical answers, hoping for lucky one. Which I got, too. Then I configured anything in the setup, saved and quitted. The in the process saved .cfg file I burned on my backup CD to have no need to enter things in setup.exe or war.exe again anymore. So now I just copy it over to the directory of the game and there's no copy protection at all.
If the advise above doesn't help, I could send you the .cfg file. Just say.