Great, found the solution !
For all the people suffering the same problem...
1. Instal the game by loading the image into Deamon Tools
2. Unmount image
3. Uninstall the game
4. It will install again (beats me)
and choose the same folder again
4. Then it will ask for Disk 1
5. Load disk 1 in Deamon Tools
6. Continue the installation
7. Done
It's not really an explenation but it did the trick for me... try and error
Kind regards,
ShAdOwHuNtEr