OK, you have the whole game on disks... I'm guessing that you may have a corupt ID file or something like that, so it doesn't recognise the files that should be on the other disk.
Older games had this sort of protection, that you could only run them from a certain drive (a: or b

, so they would think they're still on the original disk.
You can try mounting the directory with the game as B: or you could even try to copy the files to a diskette (but you'd have to sort them correctly - which are on disk 1 and which on disk 2).
As I personally haven't encountered this problem I just can't be sure, behind here are different possibileties. You could also be missing one of the files (that it simply isn't there). Maybe you just need a crack for the game (although I'm not sure where you could get it).
Hope any of this helps.