Hi Bennyk, probably, you gotta change some registry entries so that the game starts using the files from your _hard disk_.
I have NFS2SE, the one and only upgrade applied to it and then my own no-CD patch on it. It works great, even if I disconnect the CD-ROM drive...

Perhaps, I can help you, if you send over a few files and registry entries from your NFS2 installation. Drop me an E-mail if interested. Bye,
Joe
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