Setup alternate procedure (solution for corrupted data):
01. create folder with random name
02. extract disc image (rld-sshd.iso) content into the newly created folder
03. download Phoenix.exe from here:
Hotfile.com: One click file hosting
04. unrar phoenix.exe into the newly created folder (see image:
http://i48.tinypic.com/2w6v58h.png)
05. run phoenix.exe
06. click on instruments->SID unpacker
07. click on scan a SIM-file
08. choose Serious Sam HD The First Encounter_disk1.simfrom the map
09. mark these files ->
http://i47.tinypic.com/9hrqty.png
10. click unpack and create a new folder with name SSHD (or any other name: this is the game installation folder)
11. at the end all is left to do is to copy the three cracked files (SamHD.exe, serious.DLL, steam_api.dll) into SSHDBin
12. Enjoy playing.
Thanks to the guy who wrote these guide lines.