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Because in my opinion, the ships were the best thing about red alert.
It's not that large a file size either.
Bear in mind that when building ships, they will come out from your War Factory, which is completely bizarre as ships rarely float on land. You can also build transport dinghies. Just build a factory near the sea and you'll be fine.
There are new units there too, but I can't remember them as I uninstalled the game a while back.
You don't need the key or anything for it would you?