I had this problem. This is how I got around it. When the installer asks you to change to CD2, press the eject button, swap the CD and wait for the green lights to stop flashing. The system shows the CD's contents. The installer then starts loading the files. For CD3, same story except that it didn't resume the installation on its own, I had to press "ok" or "retry'".
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Wisdom of the Ancients
