CloneCD and Creating an Image

[SaintT]

I am trying CloneCD. As a test I copied Rise of Nations, and discovered that I had an image copy on my HD, and can now play the game without having the CD in the drive!

I would like to be able to do this with Age of Mythology. I don't need a backup copy, just the ability to use a HD image instead of the key disk.

Can someone step me through the steps I need to take. In particular,
Do I need to create an image of both CDs?
Do I also need the standard install on the HD?

Thanks