Oh my god, please help me.?

I've asked like three questions already and I'm on the verge of a breakdown. I downloaded the sims complete from a website ( I know it's illegal) and I have " The Sims 2" downloaded put it comes with a whole bunch of expantions. Do I have to fully download those too? And when I click to play " The Sims 2" it says please insert CD-ROM. So I got a blank CD and put the file on it but it STILL says insert CD-ROM. I've been trying to figure this out for THREE freaking days. Please help me and make it as simple as possible 'cause I'm really about to throw this computer up against a wall.