I allready tryed with next method, it works but when you insert second disk, it start the installer again, you need to cancel installer from second disk, and go with the first one!

for disk 1 delete data2.cab and data3.cab rename Volume Label to DISK1
for disk 2 delete data.cab and data1.cab rename Volume Label to DISK2

extract Arthur.msi and open it with Orca, go to Media table and change Volume Label for data2.cab and data3.cab to DISK2.

Insert this Arthur.msi to both iso's you made before!

@nemesisx
To solve the autorun problem on DISK2, edit the autorun.inf file using the Notepad and change the following line:

"open=Autorun.exe" to "open=0"

And remember to save the edited autorun.inf and use it on DISK2 only. ;)