Problem installing Baldur's Gate II

[beerbloke]

I am trying to do a full installation of BG2 (CD Backups) and when I insert the second CD (as requested by the System) and click OK it immediately requests the third CD (nothing is loaded from CD2), and then the same thing happens for the third and fourth CD. After CD4 it asks for CD5 which I don't believe there should be and I certainly do not have.

Any ideas why it will not load the 2nd, 3rd and 4th CDs?