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Great

I have windows XP--just so you know.
The first game I played in this three disk set was Exile, for I have played the originals of the first two games before. It ran perfectly, but that might be because I bought a brand new very up-to-date video card to play Uru on. (It didn't work with my old card.)
Having Riven on only one disk is great, but I haven't played the whole game through yet (since I played the original very recently). The only real problem with it was the music was a little choppy. Same with Myst. Since I have bought the soundtracks, however, this isn't too much of a loss--besides, the music was a little choppy and off in the original sometimes anyway.
The following goes for all three:

Graphics: Five Stars! They are excellent and detailed. You can see yourself in these beautiful worlds, and completely get lost in them. They are very fun to explore just for hours at a time, so traveling back and forth from place to place rarely, if ever, gets tedious. It is also a wonderful addition, in Exile, to be able to look around you almost 360 degrees--though it moves really fast and sometimes gave me a headache when I played in the dark.
The animations were excellent, and looked like real people/creatures (probably because they used real people), but sometimes in Myst/Riven it was tiresome to have to watch an animation all the way through before you could move again--especially if you had seen it before. In Exile, most of the time you can move around while animations are playing, which is great.

Gameplay: FIVE STARS! Though it is hard to get used to the scrolling in Exile, it is always simple to move around and interact with things etc. etc. All the puzzles fit into the game, the plots have no holes, the acting is great (for computer games) and it is always very absorbing (for lack of a better word). When you finish a game sometimes you open it up again to see if there can be another ending, or simply to look at the beautiful scenery again.

Music: Four and a half stars; and that only because it can be choppy and grainy in the first two games sometimes. Otherwise, it supplements the game perfectly and gets better from sequel to sequel. The introductory music of Exile gives me chills, sometimes, for it is hauntingly beautiful.

If you are not patient, or not willing to spend a lot of time solving puzzles, this game is not for you. If you really want to play, however, but find the puzzles impossible, there are strategy guides available and plenty of online help. (I myself used the internet at least twice per game, and let me tell you--it is way less satisfying than solving it yourself).
If you love shoot-em-up and other sorts of fast moving games, this game will never be for you.
But, if you have a big imagination, plenty of patience, a grasp of logic, and a love of mystery, you'll get right into these games. You can practically feel the wind on your face and smell the salt from the sea when you're standing there staring at it all--and you'll wish it'll never end.