Star Trek: The Next Generation: Klingon Honor Guard is a 1998 Action FPS game developed by MicroProse using the almighty Unreal Engine 1 (a pretty old version too, predating even the first Unreal game).
It has pretty much all the issues that you would expect from a late 90s PC game:
Insert the first disc and run the installer.
Install only the game, do not install HEAT, do not watch the intro movie, and do not run the game.
Insert the second disc and copy all files inside the Avi folder into the game's System folder.
Download the music files and extract them to the game's folder: Mirror 1 | Mirror 2.
More info about the KHG UMX Project. This guy basically ripped all the tracks from the CD, converted them into the Unreal Engine's UMX music format and then modified all the maps to use the UMX files instead of the CD tracks.
Finally, download end extract the Indeo Video Codec and run INSTALL.bat as administrator.
This may take a few seconds.
Now you should be able to play the game from the shortcut on your desktop.
Don't worry, contact me and I'll send you a prepatched version ready to use.