(Note: These instructions are for "Warhammer 40,000: Dawn of War: Platinum Edition" and "Warhammer 40,000: Dawn of War: Game of the Year Edition." Modify as appropriate for the version you are trying to install.)
Open a Command Prompt window by typing Windows-R, then typing "cmd" and pressing ENTER.
Type in the following command all on one line (where CD drive is the drive letter of your DVD drive):
msiexec /qb /i [cddrive]:\dowsetup\dawnofwar.msi TARGETDIR="C:\Games\THQ\DoW"
Okay the UAC prompt. Let it install.
Open the Registry Editor by typing Windows-R, then typing "regedit" and pressing ENTER.
Okay the UAC prompt.
Navigate to HKEY_LOCAL_MACHINE\SOFTWARE\THQ\Dawn of War.
Right-click on the "CDKEY" key and pick "Modify." Enter your CD key (including dashes). Hit "OK."
Right-click on the "CDKEY_WXP" key and pick "Modify." Enter your Winter Assault CD key (including dashes). Hit "OK."
Right-click on "InstallLocation" and pick "Modify." Enter the target directory from the above step. Hit "OK."
Close the Registry Editor and Command Window.
Open Explorer, browse to your DVD drive into the DCSetup folder.
Run setup.exe to install the Dark Crusade.