installation problems

[Barj]

I just received the game from an ebay purchase.
The first disk wouldn't install until I wiped a bugger off the disk.
Every thing was fine till I came to disk 5 and it says it can't find the autoload file.
I can see in the directory for the disk that it is there.
I loaded everything into a folder on the computer and tried installing that way. Still wants me to load the disks into the drive.
I remember doing this years ago for another game but as an old fart I am having trouble figuring how to do this now.
Whats the procedure for loading all the disks on the computer and then installing them from there?
Thanks