Thanks for replies.
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.
It doesn't matter in the least whether I am using the shortcut or clicking on the exe file.
The disc was good enough to install the game and let me play once so I've been assuming the problem isn't a bad disc - cleaning it didn't help.
Any ideas now that the problem is narrowed down to disk 2?