Ubuntu - Wine - Exe File Permissions?

I cannot seem to find a straight answer to this question. When I try and change the read and write permisson on executable install CDs the system will not allow. I tried copying all setup files to the Ubuntu 10.4 desktop and they will run with the Wine loader but of course the setup looks for the CD drive which it cannot find. I want to install Call of Duty 1 but it has 2 cds needed for installation.