This is the same installer which Crystal Dynamics was using for ages... ( In LOK installations, etc... )
Tomb Raider : Underworld DVD9 into 2XDVD5 MULTI
Easiest way to split the DVD is
1. Copy all data on the original DVD to a Temp folder
2. Burn all data ( Except bigfile.002, bigfile003 and movies folder ) to a DVD. Volume label will be "TRU" ( Not important though ). This will be your DVD1
3. Burn bigfile.002, bigfile003 and movies folder to another DVD. This will be your DVD2 ( You can add any patches, No DVDs in this if you like ) Volume label can be anything.
Thats all
Install the game from DVD1... installer will finish without giving any error messages. Once installer finishes, insert the DVD2 and copy it's contents ( bigfile.002, bigfile003 and movies folder ) to your installation directory. ( Where bigfile.000, bigfile001 and other files reside )
Tested and Working