I still don't get it!!!!! I took the advice about downloading the Myth patch and I applyed it to the directory where GTA3 was installed. Then I copied and pasted the audio files from the second cd and put the audio files in the audio folder that was created by the GTA3 installation (BTW for some reason I still can't copy the MSX audio file from the cd. I poste the error message on my first post) Then, when I think everything is going to work, I start the game. The intro shows and then it STILL asks for the second cd!!!!!!!!!! I don't know what the hell is wrong. And I'm getting so phucking pissed at it. Can you still tell me what's wrong. PLEASE!!!!! I'm sorry to bother you but I just really need the help. Thank you for your time.
P.S. Thanks to MatyN for helping me. At least I know someone out there knows what a forum is for. I mean damn even the experienced ones are too much of asses to help someone out. Well, Thank you MatyN.