It sounds like part of your operating system is missing. Usually when it asks you to run setup it means for you to put in a operating system disc and reinstall it. From what you said, however, you don't have an operating system disc... did you buy the computer from a store or used or what? If you bought it from a company like HP or Dell you should be able to call technical support and get some recovery discs... if not though, it looks like you'll need to go buy a copy of Windows.