Are you talking about it asking for disk 5 during install, if you are, you need to rename your cdrom drive to something other than cdrom like cdrom01 and change your autoexec.bat file to go along with the change. I did this too when I started and I couldn't even install. After this it didn't ask for more disks than I had. I hope this helps!
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Can an elf get a break anywhere these days?