How's your hard drive space? Maybe you are running low on space and the program wasn't able to do a full install and that's why it's asking you for the CD.
Also are these the original games or copies? You don't have to answer that, but a lot of copied games will not play without the CD or the original CD for that matter. Although there are always "fixes" out there that will let you bypass that and let you run from the hard drive
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