I had the same problem. Try the 5.1 r1 version. It's avaliable on the Steinberg FTP site: ftp.steinberg.net.
Anyway mi main problems with Cubase VST 5 ended when I achieved an instalation disc.
I have downloaded that! i have two copies...
1 x cubase VST
1 x cubase VST/32
i ignored the 3rd option of Cubase Score because im not too familiar with what cubase score is...
But yes when i tried to install, it asks for a cd.... and i didnt get any further than that!