I've got the CD and I wonder from where should I start since there is no clear instructions in the CD.
The contents of the CD:
code
gfx
index_by_file.htm
index_by_ident.htm
index_by_section.htm
index.htm
legacy
license.htm
museum

CD info:
Numerical Recipes
Third Edition
Source Code
CD-ROM v3.0

I included code path which contains "nr.h" and "nr3.h" but I'm still unable to use the examples in the following folder
legacy/nr2/CPP_211/examples
any example that contains "nr.h", the compiler complains from missing functions. This is why I can't use the examples.
please don't disappoint me.

Gosh we really hate to disappoint you, but, alas, there are no example files for NR 3rd Edition. The legacy 2nd Edition has example files, but they only work with the legacy 2nd Edition C++ files -- which we DON'T recommend trying to use. We rarely admit it, but the 2nd Edition C++ code was just not very good and was massively, completely reworked for the 3rd Edition -- but no published example files.

You can also try looking at this thread:
http://www.numerical-recipes.com/forum/showthread.php?t=2159

I've got it to work. Thank you so much.