Edit: Ignore the following. As jamyskis and grargar note in the following posts, this behavior no longer exists. While the setup file will tell you that it will ask for the next file, the installation script will fail without asking for one. Some older v2.x installers may still ask you for the next file, but newer ones don't.

You don't. You run the install, it starts with the first file (which should be on the DVD already), then proceeds until it can't find the next file. It then asks you for its location. You switch disks, give the same drive, then continue the installation. Continue swapping disks as needed.

Oh, nice! I didn't know that. That'll work much better.

One recommendation: when installing the game from the backed up installer, copy the installer to the computer's desktop first. Installing from a disc will take longer. Just delete the installer again when you're done.

What's pissed me off a little about a recent development with GOG's installers is that GOG has deliberately removed the ability to install different chunks from different sources. Where previous installers would prompt you to insert the source medium containing that chunk if it can't find it (effectively prompting you to insert the next DVD), now the installers just fail, regardless of whether you skip the integrity check or not.

No idea why GOG did that.

You sure? Last time someone asked it, he said that you could install it by changing disks. That is why I answered as I did above, time to verify it it seems.

Very sure. I first noticed it with Lichdom: Battlemage a couple of months ago. I attributed the problem to an error in the install script. Since then I've noticed it with more or less every >4.7GB game I've downloaded from GOG, so the likelihood of this being accidental is low.

You wouldn't happen to have a copy of Alan Wake downloaded, would you? That is still in the 1.5GB region, and I think that one should ask for the next file. I think the change happened back when they decided to move from innosetup archives to rar archives, for ease of updating, so that may be the cause for the change. I am downloading it as I write this, but it will take some time.
And thank you.

Just tried it with the first Van Helsing and despite the installer initially warning me that it couldn't find all the installer files and that I would have to provide it with the correct directory for the missing ones, it ended up tossing me an error -3 and cancelling the installation after reaching the halfway mark.

And are the .bin files recognized as rar archives (encrypted or not)?

You mean if Winrar can open it? Yes, it can.

Thank you as well.

For that purpose, I'd suggest a flash drive or external hard drive. No burning software required.

Night of the Living Dead (1968) is the best one ever made, and there isn't a close second.

Ahhhhh, what started the whole genre! They're coming to get you, Barbara! Great chose, will watch and thanks...