Many people reported problems with the Securom protection on the original RCT2 cd.
Copy the files to your hard disk and install the game from there. Then unrar the "grurct2cd.rar" file using the latest versions of WinAce or WinRar3 (you can get these searching
www.google.com) and replace the original RCT2.EXE with the one from "grurct2cd.rar".