On my system, MacOSX 10.6.2 w/CrossGames 8.1.4, it fails install at 100% with a wine crash window when trying to execute datasetup.exe found on dvd #2.
Same DVD set works fine on a Windows PC.
Executing datasetup.exe manually doesn't seem to work, also trying to ignore that and launching game manually (It didn't create icons yet at that point) doesn't work.