Just a little tip; if you already have NFS Underground installed, then when you try installing Most Wanted (the 2005 original, not the 2010 remake) then it'll think the game's already installed.

There's a few fixes out there involving messing about in the registry, or renaming the NFS Underground executable, but the easiest I find is just to rename the NFS Underground install folder, then install Most Wanted, then rename it back afterwards.

There might be issues with uninstalling both games at a later date (so some folder renaming might be necessary again, in order to uninstall the required game), but I don't plan to uninstall them! :-p