I have a 3-Disked installation software of a game. but the problem is that the third Disk of the installation don't get noticed by the computer, while the window of "please insert disk 3" pops up, I've inserted the CD or whatever in. And after I press OK, the notice don't vanish even though I can read the files on that WhateverDisk.

The links are broken, or that it's a DVD.

P.S. My computer can't handle DVDs,
P.P.S Dvds can't be installation stuff, can they be?