It's all good now, I just gave the installation another go, and this time the Window popped up properly so I can click okay after inserting the 2nd DVD. :-) what I was going to do if I had the same problem again was to press CTRL+SHIFT, and then right click on the window in the thumbnail, and...
So... I'm trying to install FEAR 2, (Applies to any program with more than 1 DVD) and that window that pops up asking me to "insert Disc 2" doesn't pop up so i can click okay, after I insert the 2nd CD, it appears in the thumbnail preview, and when I click on it to bring it up, it just takes...