The expansions were all designed to work with the steam version of Evo. I think Race Injection does have a DVD version but even that links into your Steam account.
IIRC The GTR Evo DVD contains both the offline and online (Steam) versions. Stick the DVD in and run the setup. Choose "Online Steam Install". It will install Steam, Race07, and the GTR Evo addon. You can then install the expansions.
If that doesn't work, the only other thing i can think of is to extract the .gcf files from your Steam folder and copy them to your install.
Roses are #FF0000 , Violets are #0000FF