When creating the three setup disks, you must either boot to MS-DOS or work from a Windows 95 workstation. You can't create the disks from the command prompt of a workstation running Windows NT. On a Windows 95 workstation, place the Windows NT Workstation CD into the CD-ROM drive and then go to the MS-DOS command prompt. Change to the /i386 folder on your CD-ROM drive, type winnt /ox at the command prompt, and press [Enter]. The /ox switch tells Windows NT Setup to create boot floppies for either CD-ROM or floppy-based installation.
After Workstation Setup launches, it asks for the location of the setup files. Type the location of the /i386 folder on your CD-ROM drive and press [Enter]. Follow the onscreen instructions and place each disk in the floppy drive when prompted. When finished, you should have a Setup Boot Disk and Setup disk numbers two and three.