Make sure that if you have more then one cd drive that the RCT2 cd has ben placed in the drive from which you first installed it in, now if oyu get that menu, just put in the current drive that the cd is located in by placing the drive letter before the colon. . . hope this helps
if that window pops up that means you do not have the game instaled in the right drive. that means if you have 2 disk drives and you instaled it on one and are using the other to play the game it won't work. you have to play the game on the disk drive you instaled it on. or you might have it in the wrong file. tell me more about it and i will try and help!