I was out of ideas and then wondered if perhaps the install was finding all it needed on the 2 separate CDs.
I copied CD1 to the HDD and then copied CD2 into the same folder. Effectively 1 CD.
It worked. It setup fine and all options are now available. I didn't see any scratches or smudges on the CDs, but who knows.

Kim, thnx for the help. Your ? about doing a Full install gave me the idea.

Regards, Tommie