http://bugs.winehq.org/show_bug.cgi?id=3901
--- Comment #10 from JussiP jpakkane@yahoo.com 2008-01-15 16:52:23 --- The problem is not the eject one, but rather that the installer simply quits after the first disk and says "Install complete".
And FWIW I never cd into the disc drive, but rather run this from my home directory: "wine /media/cdrom/Setup.exe".