If you’re downloading a "Full Game" version from an abandonware site, you may need to run it in Windows 7 compatibility mode, disable desktop composition, or install a "no-CD" patch manually. It is not plug-and-play.
The Ultimate Guide to F1 Challenge '99–'02: A Racing Legend That Still Holds Up F1 Challenge '99–'02 F1 Challenge 99-02 Full Game Download