According to this, there are only 3 cd's to the set, not 4

http://www.softwareforresellers.com/letospen80.html

Do you have an enhancd or different version. A similar thing happens with a cd I once bought for for like $7. It was called The Animals 2.0, it was fo rmy younger sister. It never quite worked right and at random times often reported that data can not be read from the cd and asked me to put the cd back in. I made a copy of it at 1x an dthat helped reduce how often the problem happened. Eventually I got it to run off the HDD as rocky suggests. Maybe its just low rated software that doesn't work right. have you considered trying to run it off a mounted image? Just a random thought.

Good Luck.