Find any one of the individual files, and open it. Then hold the CTRL key and tap the icon in the title bar - and release the keys. You should now see a vertical list of icons and names. This is the path that leads to that file, starting at the bottom. So the bottom is your computer, then your harddrive, then the first folder, the 2nd folder, etc. finally leading to the folder that holds your CD, then the CD itself.
Click on the folder holding the CD to open that folder. Now you can drag the CD back to the Desktop, and start again.
I have my Finder windows set to show the path in the bottom bit of the window.... look for it in "View" - it's called "Path Bar" in Snow Leopard, and I think the same in Leopard. You can click on those icons as well.
Good Luck. Most of us have switched, at some point.... we've been there.