Sounds more like a problem with Video/Sound Drivers if you can actually load the game and pass the Copy Protection check! However, if you download any of the Myst IV v1.03 cracks from here:
http://m0004.gamecopyworld.com/games/pc_myst_4.shtml
it should solve the problem, update the game to v1.03 first though
As for Myst V, that uses SecuROM for it's protection and may still cause problems if run from a CD-RW/DVD-RW burner, so use the crack found here:
http://m0004.gamecopyworld.com/games/pc_myst_5.shtml to solve that problem!
URU uses Safedisc v3, so if you do run into problems running from a CD-RW/DVD-RW then you can grab the crack here:
http://gf.wiretarget.com/uru.htm Unfortunately that's for v1.0 I think, but I have a crack for v1.2 if needed, and also for the Addon: Path of the Shell if needed also. I can upload to Rapidshare if you need them?
Hope that helps