Something you could try:
1. Insert the first disc into the computer.
2. Go to My Computer, right click the disc, and select Open.
3. Copy the contents of the disc into a folder on the desktop.
4. Do the same with the other discs. While copying, ensure that you don’t overwrite any file.
5. Once the copy completes, double-click on the setup file.
With any luck, it won't ask you to insert any other discs, however you will still need to insert the first disc to play the game.