OK Look, I think this should work for you, it does for me.

1. Open My computer.

2. Double-click the drive with the game CD.

3. Select Play

Once you play from that drive, the game should look there first when you select the shortcut on your Desktop, or from the Start Menu/Programs folder.

If the game is not so smart, then you can create a shortcut on your Desktop pointing to the drive with the Game CD.