Ok Uris here go's a long one:... You don't need the windows CD but it will take a few steps.. I also have pictures to help.
Make sure the "Games" folder is still where it should be, then do the following.
First pic: select the games you want.. then click ok, ok, and next.
Second pic: when your asked for disk hit OK.
Third Pic: at the box on the left hit "browse", this will open the box on the right. In that box it will give the name of what file it wants. ( In my example it's "spider.chm")
Open a "Search" and find this file.
Fourth pic: When you have the location, browse with the "browse" window to that location, select the file and hit "open" this should put the location in the box. ( like shown in the pic "found file")
Hit OK and the files should install without the CD...

I hope this is easy enough to understand, and that it will work for you. :up:
Again you may need to do this multiple times but they all should work.