Lot's of people (including me) have had problems with the instructions because they are very misleading.
The CD's in the English version are labeled Disc 1 and Disc 2; they are not labeled Install and Game (or Play) disk. Also, you would expect that you need to actually look for a CD key printed on the disc or the packaging.
All you have to do is make sure Disc 2 is in your drive when you start the game. Be patient, the first time the key is read it might be kind of slow. Hope this helps.