It took me a while but now I have the solution. After receiving my BTTF DVD today I tried to run the "Autorun.exe" and all I got was an error message "failure to initialize....". After installing and deinstalling every runtime library I could imagine I looked on my Sam + Max Season 3 DVD in the folder "Support/VS2005". There you can find a Visual C++ runtime library from 2005 and with this version every Telltale DVD is able to run (Tested on Sam+Max 1-3, TOMI, Wallace + Gromit, Strong Bad and BTTF). I tried installing a 2005 version which I found via google - didn't work. Only this version (2.0.50727.4053) works with all Telltale games. I don't know why Telltale hadn't included it on every DVD - it would have made it much easier.
Maybe this will help some of you with similar error messages.