Hi,
I tried to install Baldur's Gate 2 on my Ubuntu 8.10 Laptop through wine. The problem, that you have to change the discs while installing is well known: Wine won't detect the follow-up CD. For me, it was even a problem to get CD1 out without interrupting the installation process.
I searched all the forums I would find, but either the solutions worked only partially or in no way. So I decided, whenever I would make it to finally install it, I'd have a post here - and there we are:
Note: Whereever BG2_CD1 or similar appears, you have to insert the exact name of the original cd

1) throw CD1 in
2) open Nautilus
3) right mouseclick on BG2_CD1, 'unmount' (CD should stay in the drive, so don't chose other options)
4) run Terminal as root. To change to root you have to
sudo -s
5) now create an .iso file
dd if=/dev/cdrom of=BG2_CD1.iso # for cdrom
Be patient, progress will not be shown, only result - could take some minutes.
The .iso file appeared in /home/nobbit
6) throw out CD1, throw in CD2. The same procedure starting over. Watch out while naming the files - remember: they have to be the exact name of the CD. So for me it would start over with
dd if=/dev/cdrom of=BG2_CD2.iso # for cdrom
dd if=/dev/cdrom of=BG2_CD3.iso # for cdrom
dd if=/dev/cdrom of=BG2_CD4.iso # for cdrom
Resulting in four .iso files in /home/nobbit
7) Get your last CD out of the drive.
8) Terminal still running under root - perfect! Because we need to
mount -o loop -t iso9660 BG2_CD1.iso /cdrom
9) Now you have to search for setup.exe in Nautilus and run it through wine. After that you can close nautilus - no need anymore.
10) Installation starts. Attention!, Chose to install fully/completely! The process will stop at 37% when you will be required to throw CD2 in. Therfore you got to throw out the .iso file you mounted earlier:
sudo eject /dev/cdrom
11) Just go on as you practiced

:
mount -o loop -t iso9660 BG2_CD2.iso /cdrom
Wait for Wine to ask you for CD3
sudo eject /dev/cdrom
mount -o loop -t iso9660 BG2_CD3.iso /cdrom
Wait for Wine to ask you for CD4
sudo eject /dev/cdrom
mount -o loop -t iso9660 BG2_CD4.iso /cdrom
Now the installation will run to 95% (or something like that).
12) Note! Now you will have to input the "real" CD1; this is due to copy protection.
sudo eject /dev/cdrom
to throw out the .iso file. Afterwards you insert CD1 and hit okay. Wine will detect the CD (finally, this time).
13) To start playing, you need CD2 to be in the drive. otherwise you won't even see the video sequences. In this moment, my lovely OS refused to mount CD2 - restart helped.
14) To install the extension pack "Throne of Bhaal" you can simply do that through wine with the CD. After installing the extension you need the extension-CD to be in your drive to start the game.
Btw: Although you can find the shortcuts of Shadows of Amn still being in the Wine menue, You can start the game only via the shortcuts of Throne of Bhaal.
15) Another hint: In configuration menue you can set the three panels to max (today everyone has more than 600MHz, i guess), but disable 3D effects (they don#t work under Wine).
I hope, this was of help for you and I'll be glad to receive a feedback on this
