Before i move this over to the flight sim section ill take a stab at it.
First off are you installing from the original cd? are you using the correct patch (not sure if there are localized patch versions or not).
But I would bet odds are you are trying to apply a corupted patch if your not getting any dialog from the program.
I will also add most people who still play with the original falcon 4.0 (not allied forces) typicaly play with one of the superpacks available for it which try to fix alot of the problems with the game (im avoiding mentioning them by name due to some legal "issues" with one of them in particular).
You may also wish to take a look at Falcon 4.0 Allied Force
http://www.lead-pursuit.com/
Lastly I will mention that you may be better off digging around
www.frugalsworld.com and
www.simhq.com for F4 info as they have a much larger community for that game then we do (most of our virtual pilots seem to mainly fly either IL2 or MS Flight Sim)