If the error message is showing "enter disk zero". Please try the following -

Copy CD1 into a Disk1 folder, which you have created on your hard disk. Then CD2 into a Disk2 folder also created on the hard disk and install from Disk1 on the hard disk, without using the CDs.

This may get around the problem you have encountered. To start the installation from the hard disk go into the Disk1 folder and then click on the other Disk1 folder and run the setup.exe file.