The kids picked up a copy of Sam & Max Hit the Road, but I can't get it to install. What do I have to do?
Use ScummVM, it enables you to play a wide range of adventure games on platforms they were never originally available.
ScummVM should be able to help you out on any platform, it looks like Sam & Max Hit the Road is compatible
Head over to http://www.scummvm.org/ and once installed search for the article "User Manual/Installing a game for use with ScummVM" on the wiki to help get you started.
My suggestion would be to install DOSBox, and run it through the emulator. I use DOSBox for several old LucasArts games, and it works a treat.
The compatibility checker shows it should work well: http://www.dosbox.com/comp_list.php?showID=52&letter=S
Here is a good guide for getting DOSBox setup: http://vogons.zetafleet.com/viewtopic.php?t=2502
As other's have stated ScummVM will do the trick for Sam & Max and any other SCUMM based game.
For more general advice on getting old games working check out Vogons (Very old games on new systems)