If you are trying to install a Windows game or application on Linux with Wine, always start the command from "outside" the cd.
I.e. - always DO write wine /media/cdrom/setup.exe
Do NOT write
If you are promted to insert the next disc, but Linux won't let you do the unmount command because "device or resource is busy" - try
wine eject d:
If all else fails, copy the whole disc to hard drive and run from there.