I installed DirectX 9.0c and the game from the DVD just fine. There's a fatal error on launch, however:
Video card or driver doesn't support UBYTE4N vertex data.
there was also a Call of Duty Console window with the following:
----- Initializing Renderer ----
execing ragdoll.cfg from disk
----- Client Initialization -----
----- Client Initialization Complete -----
Trying SMP acceleration...
...succeeded.
----- R_Init -----
Getting Direct3D 9 interface...
Pixel shader version is 1.4
Vertex shader version is 1.1
Video card or driver doesn't accelerate dynamic textures.
Video card or driver doesn't support UBYTE4N vertex data.
Error during initialization:
Video card or driver doesn't support UBYTE4N vertex data.
The problem probably lies within the fact that CrossOver Games only seems to support up to DirectX 8.1 and Call of Duty: World at War requires 9...