2 CD game installs and it wont eject the 1st CD

[Merkyworks]

so im trying out crossover pro because i got it during the free download last week, it installed fine. I really didnt have any windows base software to try it out so i thought id try an old PC game, COD 1. everything was going fine but installing COD requires 2 CD's to install and when it comes time to eject the first CD and put it in the second CD my MB wont let me. I can hold the eject button and it will flash the symbol on the screen but nothing happens. I tried going into finder and clicking on the CD/drive and told it to eject but it flashed a message the a program is using it and to close the program to eject, problem is that if i do that then i abort the install. I tried closing the program and then putting in the second CD but it wont pick up from where i left off in the install and it gets all F'ed up. so how do i get around this, it this an OS thing or a crossover app thing?