With disk two in the drive (I only have one CD drive) I get a "checking disk" message. A bar moves maybe 20% of the way across then stops. After a few seconds I am returned to desktop.
From what you describe, the problem is not coming from copy protection but from the game itself. Maybe you are using settings your graphic card cannot handle, launch the config tool and reset everything to minimal values, then test.
Are you logged as administrator on your computer ? Which OS do you use ? Try as administrator, it sometimes helps.